+45.2%
TTWO vs FLUT
-42.9%
+88.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -2.3% | -2.6% | +0.3% | -1.9% |
| 30D | -16.7% | +5.4% | -22.1% | -17.5% |
| 3M | -0.4% | -10.8% | +10.3% | +0.9% |
| 6M | -1.6% | -9.2% | +7.6% | -0.9% |
| YTD | -17.5% | -53.8% | +36.3% | -9.2% |
| 1Y | -14.8% | -66.0% | +51.2% | -2.4% |
| All | +45.2% | -42.9% | +88.2% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling