+45.2%
TTWO vs XRT
+40.3%
+4.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -2.3% | -2.4% | +0.1% | -1.7% |
| 30D | -16.7% | -6.9% | -9.8% | -15.1% |
| 3M | -0.4% | -0.4% | 0.0% | -0.4% |
| 6M | -1.6% | +2.2% | -3.9% | -2.5% |
| YTD | -17.5% | -0.7% | -16.9% | -17.7% |
| 1Y | -14.8% | -2.0% | -12.8% | -14.8% |
| All | +45.2% | +40.3% | +4.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling