+1,137.6%
TTWO vs USFR
+27.6%
+1,110.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -16.7% | +0.3% | -17.0% | -16.7% |
| 3M | -0.4% | +1.0% | -1.4% | -0.3% |
| 6M | -1.6% | +1.9% | -3.6% | -1.3% |
| YTD | -17.5% | +2.7% | -20.2% | -17.2% |
| 1Y | -14.8% | +4.0% | -18.8% | -14.3% |
| 3Y | +47.9% | +14.0% | +33.9% | +50.7% |
| 5Y | +34.5% | +20.4% | +14.0% | +38.1% |
| 10Y | +394.0% | +28.0% | +366.0% | +408.5% |
| All | +1,137.6% | +27.6% | +1,110.0% | +1,083.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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