+40.9%
TTWO vs FLUT
-50.9%
+91.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | -11.3% | +2.5% | -13.9% | -11.8% |
| 3M | +1.6% | -9.2% | +10.8% | +2.7% |
| 6M | +2.1% | -8.2% | +10.3% | +2.7% |
| YTD | -15.8% | -53.2% | +37.4% | -6.6% |
| 1Y | -12.6% | -65.6% | +53.0% | +1.2% |
| 3Y | +48.2% | -43.6% | +91.8% | +56.8% |
| All | +40.9% | -50.9% | +91.8% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling