+48.2%
TTWO vs XHB
+23.1%
+25.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +0.4% | -4.6% | +5.0% | +1.2% |
| 30D | -11.3% | -9.1% | -2.2% | -9.9% |
| 3M | +1.6% | -8.6% | +10.2% | +3.0% |
| 6M | +2.1% | -4.0% | +6.1% | +2.2% |
| YTD | -15.8% | -3.9% | -11.9% | -16.0% |
| 1Y | -12.6% | -16.5% | +3.9% | -9.9% |
| 3Y | +48.2% | +22.6% | +25.6% | +31.7% |
| All | +48.2% | +23.1% | +25.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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