+40.9%
TTWO vs TFC
+14.0%
+27.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | -13.4% | -2.8% | -10.6% | -12.9% |
| 3M | +3.1% | +2.1% | +0.9% | +2.5% |
| 6M | +3.8% | +10.1% | -6.3% | +1.3% |
| YTD | -15.3% | +5.4% | -20.7% | -16.6% |
| 1Y | -11.1% | +16.3% | -27.4% | -14.5% |
| 3Y | +52.0% | +95.9% | -43.9% | +28.1% |
| 5Y | +40.9% | +16.0% | +24.9% | +26.3% |
| All | +40.9% | +14.0% | +27.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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