+86.1%
FLEX vs TTWO
-12.7%
+98.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.4% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | -11.8% | -13.4% | +1.6% | -10.7% |
| 3M | -22.6% | +3.1% | -25.7% | -23.4% |
| 6M | +77.3% | +3.8% | +73.6% | +72.9% |
| YTD | +78.8% | -15.3% | +94.0% | +82.0% |
| 1Y | +86.1% | -11.1% | +97.2% | +89.9% |
| All | +86.1% | -12.7% | +98.8% | +89.9% |
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