+394.9%
TTWO vs FLR
+19.7%
+375.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +0.4% | -3.5% | +3.9% | +0.6% |
| 30D | -11.3% | +4.2% | -15.5% | -11.6% |
| 3M | +1.6% | +8.1% | -6.5% | +0.8% |
| 6M | +2.1% | +21.5% | -19.4% | +0.2% |
| YTD | -15.8% | +36.8% | -52.6% | -18.1% |
| 1Y | -12.6% | +31.2% | -43.8% | -14.8% |
| 3Y | +48.2% | +53.9% | -5.7% | +41.6% |
| 5Y | +40.0% | +243.0% | -203.1% | +28.1% |
| All | +394.9% | +19.7% | +375.1% | +408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling