+5,401.7%
TTWO vs AFL
+3,922.6%
+1,479.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.4% |
| 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% | -17.4% |
| 1Y | -12.6% | +8.3% | -20.9% | -14.8% |
| 3Y | +48.2% | +62.5% | -14.3% | +28.9% |
| 5Y | +40.0% | +136.2% | -96.2% | +9.5% |
| 10Y | +404.1% | +301.4% | +102.7% | +223.8% |
| All | +5,401.7% | +3,922.6% | +1,479.1% | +1,566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling