+40.9%
TTWO vs XYL
-16.2%
+57.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | +1.2% | -0.8% | 0.0% |
| 30D | -11.3% | -11.9% | +0.6% | -8.1% |
| 3M | +1.6% | -1.5% | +3.1% | +1.7% |
| 6M | +2.1% | -11.9% | +14.0% | +5.2% |
| YTD | -15.8% | -20.6% | +4.7% | -10.9% |
| 1Y | -12.6% | -23.5% | +10.9% | -6.4% |
| 3Y | +48.2% | +14.9% | +33.4% | +33.6% |
| All | +40.9% | -16.2% | +57.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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