+98.5%
FLEX vs TTWO
-10.0%
+108.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -0.9% | -8.8% | +7.9% | -0.2% |
| 30D | -10.1% | -8.6% | -1.5% | -9.6% |
| 3M | -31.3% | -0.9% | -30.4% | -31.7% |
| 6M | +71.3% | -0.5% | +71.8% | +69.1% |
| YTD | +81.2% | -16.1% | +97.4% | +83.7% |
| 1Y | +98.5% | -10.8% | +109.3% | +100.7% |
| All | +98.5% | -10.0% | +108.5% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling