+5,346.0%
TTWO vs TFC
+700.5%
+4,645.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | -1.6% | +2.2% | -3.8% | -2.2% |
| 30D | -13.5% | -2.5% | -11.0% | -12.9% |
| 3M | +0.3% | +4.5% | -4.2% | -1.1% |
| 6M | +0.8% | +11.0% | -10.1% | -2.4% |
| YTD | -16.7% | +5.9% | -22.6% | -18.5% |
| 1Y | -14.3% | +14.6% | -28.8% | -18.1% |
| 3Y | +49.4% | +96.7% | -47.3% | +20.6% |
| 5Y | +33.8% | +15.6% | +18.2% | +21.3% |
| 10Y | +392.8% | +98.6% | +294.2% | +239.6% |
| All | +5,346.0% | +700.5% | +4,645.5% | +2,110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling