+3,107.4%
TTWO vs FLR
+587.1%
+2,520.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -2.3% | -3.1% | +0.8% | -1.7% |
| 30D | -16.7% | +4.9% | -21.7% | -17.7% |
| 3M | -0.4% | +10.8% | -11.2% | -3.4% |
| 6M | -1.6% | +19.7% | -21.3% | -6.9% |
| YTD | -17.5% | +38.4% | -55.9% | -24.4% |
| 1Y | -14.8% | +34.7% | -49.5% | -21.9% |
| 3Y | +47.9% | +56.7% | -8.8% | +25.8% |
| 5Y | +34.5% | +241.6% | -207.2% | -7.1% |
| 10Y | +394.0% | +20.2% | +373.8% | +260.6% |
| All | +3,107.4% | +587.1% | +2,520.2% | +1,432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling