+19.0%
TTWO vs FLNC
-70.4%
+89.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | +0.4% | -4.1% | +4.4% | +0.6% |
| 30D | -11.3% | -24.8% | +13.4% | -9.9% |
| 3M | +1.6% | -59.1% | +60.7% | +6.7% |
| 6M | +2.1% | -42.0% | +44.0% | +2.8% |
| YTD | -15.8% | -49.8% | +34.0% | -15.1% |
| 1Y | -12.6% | +43.1% | -55.7% | -20.6% |
| 3Y | +48.2% | -61.0% | +109.2% | +41.0% |
| All | +19.0% | -70.4% | +89.3% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling