+394.9%
TTWO vs FWONK
+340.2%
+54.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -11.3% | -7.7% | -3.6% | -9.5% |
| 3M | +1.6% | +5.7% | -4.1% | 0.0% |
| 6M | +2.1% | +13.5% | -11.4% | -1.6% |
| YTD | -15.8% | -3.0% | -12.9% | -15.7% |
| 1Y | -12.6% | -6.4% | -6.2% | -11.7% |
| 3Y | +48.2% | +43.8% | +4.4% | +31.6% |
| 5Y | +40.0% | +98.6% | -58.6% | +13.4% |
| All | +394.9% | +340.2% | +54.7% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling