-16.3%
TTWO vs FWONK
+7.3%
-23.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.5% | +0.8% |
| 7D | +10.3% | +15.0% | -4.7% | +7.8% |
| 30D | +5.3% | +11.5% | -6.1% | +3.4% |
| 3M | -9.2% | +10.9% | -20.1% | -10.7% |
| 6M | -4.4% | +21.9% | -26.2% | -7.0% |
| YTD | -16.7% | +8.1% | -24.8% | -16.2% |
| 1Y | -16.3% | +5.0% | -21.3% | -12.6% |
| All | -16.3% | +7.3% | -23.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling