+49.2%
TTWO vs FXI
+35.7%
+13.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.9% |
| 7D | +1.3% | -2.8% | +4.1% | +1.9% |
| 30D | -13.4% | -3.7% | -9.7% | -12.7% |
| 3M | +3.1% | -0.4% | +3.5% | +3.2% |
| 6M | +3.8% | -5.4% | +9.2% | +4.8% |
| YTD | -15.3% | -9.6% | -5.6% | -13.5% |
| 1Y | -11.1% | -11.9% | +0.8% | -8.9% |
| All | +49.2% | +35.7% | +13.5% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 3y: compounded portfolio wealth divided by compounded FXI 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…
3y analysis · Full analysis span regression · 6 months rolling