+614.8%
FLEX vs TTWO
+370.5%
+244.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +7.5% | +6.0% | +1.4% | +5.4% |
| 30D | -25.3% | +13.2% | -38.5% | -28.5% |
| 3M | -39.7% | -5.8% | -33.9% | -39.2% |
| 6M | -47.9% | +0.4% | -48.2% | -48.9% |
| YTD | +24.1% | -11.0% | +35.1% | +25.5% |
| 1Y | +26.0% | -4.1% | +30.0% | +24.2% |
| 3Y | +282.7% | +51.8% | +230.9% | +220.0% |
| 5Y | +424.2% | +21.3% | +402.9% | +356.1% |
| All | +614.8% | +370.5% | +244.3% | +294.4% |
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