+40.9%
TTWO vs FXI
-6.5%
+47.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | -3.9% | +4.2% | +1.4% |
| 30D | -11.3% | -2.1% | -9.2% | -10.9% |
| 3M | +1.6% | -0.5% | +2.1% | +1.7% |
| 6M | +2.1% | -4.5% | +6.6% | +3.0% |
| YTD | -15.8% | -9.2% | -6.6% | -13.9% |
| 1Y | -12.6% | -13.8% | +1.2% | -9.5% |
| 3Y | +48.2% | +36.6% | +11.6% | +33.6% |
| All | +40.9% | -6.5% | +47.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling