+1,033.9%
FLEX vs TTWO
+410.0%
+623.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -5.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | -11.8% | -13.4% | +1.6% | -8.0% |
| 3M | -22.6% | +3.1% | -25.7% | -23.9% |
| 6M | +77.3% | +3.8% | +73.6% | +72.5% |
| YTD | +78.8% | -15.3% | +94.0% | +85.2% |
| 1Y | +86.1% | -11.1% | +97.2% | +89.4% |
| 3Y | +446.2% | +52.0% | +394.3% | +360.7% |
| 5Y | +689.7% | +40.9% | +648.8% | +557.5% |
| All | +1,033.9% | +410.0% | +623.9% | +600.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling