-10.8%
TTWO vs AFL
+11.7%
-22.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | -8.8% | +0.6% | -9.4% | -8.8% |
| 30D | -8.6% | -6.2% | -2.4% | -8.6% |
| 3M | -0.9% | +2.2% | -3.1% | -1.0% |
| 6M | -0.5% | +5.3% | -5.8% | -1.2% |
| YTD | -16.1% | +8.0% | -24.1% | -16.8% |
| 1Y | -10.8% | +10.2% | -21.0% | -12.1% |
| All | -10.8% | +11.7% | -22.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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