+394.9%
TTWO vs FLUT
-9.3%
+404.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | -11.3% | +2.5% | -13.9% | -11.6% |
| 3M | +1.6% | -9.2% | +10.8% | +2.3% |
| 6M | +2.1% | -8.2% | +10.3% | +2.5% |
| YTD | -15.8% | -53.2% | +37.4% | -10.2% |
| 1Y | -12.6% | -65.6% | +53.0% | -4.4% |
| 3Y | +48.2% | -43.6% | +91.8% | +54.2% |
| 5Y | +40.0% | -50.3% | +90.3% | +41.3% |
| All | +394.9% | -9.3% | +404.2% | +427.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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