+836.1%
TTWO vs FXI
+213.7%
+622.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -13.5% | -3.2% | -10.2% | -12.3% |
| 3M | +0.3% | +1.7% | -1.3% | -0.5% |
| 6M | +0.8% | -1.6% | +2.4% | +1.0% |
| YTD | -16.7% | -7.9% | -8.8% | -14.3% |
| 1Y | -14.3% | -9.6% | -4.6% | -11.2% |
| 3Y | +49.4% | +40.5% | +8.9% | +23.5% |
| 5Y | +33.8% | -6.2% | +40.0% | +26.5% |
| 10Y | +392.8% | +14.2% | +378.7% | +318.0% |
| All | +836.1% | +213.7% | +622.4% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling