-16.3%
TTWO vs FLNC
-74.3%
+58.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.9% | +18.1% | +2.4% |
| 7D | +10.3% | -16.3% | +26.7% | +10.6% |
| 30D | +5.3% | -36.6% | +41.9% | +6.0% |
| 3M | -9.2% | -64.2% | +55.0% | -7.9% |
| 6M | -4.4% | -59.9% | +55.5% | -4.5% |
| YTD | -16.7% | -74.2% | +57.6% | -14.0% |
| 1Y | -16.3% | -75.4% | +59.2% | -13.7% |
| All | -16.3% | -74.3% | +58.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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