-17.2%
TTWO vs XRT
+18.0%
-35.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.5% | +1.6% | +5.5% |
| 7D | +7.0% | +8.0% | -1.1% | +4.7% |
| 30D | +2.7% | +13.0% | -10.4% | -0.3% |
| 3M | -13.0% | +1.7% | -14.7% | -14.2% |
| 6M | -7.2% | +12.6% | -19.8% | -9.5% |
| YTD | -18.4% | +10.7% | -29.1% | -20.7% |
| 1Y | -17.2% | +18.4% | -35.6% | -20.5% |
| All | -17.2% | +18.0% | -35.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling