+40.9%
TTWO vs AFL
+133.8%
-92.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | -11.3% | -4.0% | -7.3% | -10.5% |
| 3M | +1.6% | -0.5% | +2.1% | +1.6% |
| 6M | +2.1% | +6.5% | -4.4% | +0.3% |
| YTD | -15.8% | +6.2% | -22.0% | -17.5% |
| 1Y | -12.6% | +8.3% | -20.9% | -14.8% |
| 3Y | +48.2% | +62.5% | -14.3% | +27.6% |
| All | +40.9% | +133.8% | -92.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling