+725.7%
FLEX vs TTWO
+33.4%
+692.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +6.4% | -2.3% | +8.7% | +7.0% |
| 30D | -5.9% | -16.7% | +10.9% | -1.3% |
| 3M | -23.5% | -0.4% | -23.0% | -23.9% |
| 6M | +83.7% | -1.6% | +85.4% | +81.8% |
| YTD | +86.5% | -17.5% | +104.0% | +94.0% |
| 1Y | +100.5% | -14.8% | +115.3% | +106.2% |
| 3Y | +469.8% | +47.9% | +422.0% | +393.0% |
| 5Y | +725.7% | +34.5% | +691.2% | +579.2% |
| All | +725.7% | +33.4% | +692.3% | +579.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling