+1,052.3%
TTWO vs FLUT
+2,054.3%
-1,002.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.4% |
| 7D | -8.8% | -1.6% | -7.2% | -8.7% |
| 30D | -8.6% | +7.7% | -16.4% | -9.1% |
| 3M | -0.9% | -0.7% | -0.2% | -1.0% |
| 6M | -0.5% | -11.2% | +10.7% | -0.1% |
| YTD | -16.1% | -53.4% | +37.3% | -12.9% |
| 1Y | -10.8% | -65.8% | +55.0% | -5.9% |
| 3Y | +51.4% | -44.9% | +96.3% | +55.1% |
| 5Y | +33.7% | -49.7% | +83.4% | +35.5% |
| 10Y | +380.3% | -9.7% | +390.0% | +375.3% |
| All | +1,052.3% | +2,054.3% | -1,002.0% | +908.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling