+1,377.5%
TTWO vs XYL
+459.9%
+917.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.3% | +0.8% | -3.2% | -2.6% |
| 30D | -16.7% | -10.8% | -5.9% | -13.7% |
| 3M | -0.4% | -2.5% | +2.1% | 0.0% |
| 6M | -1.6% | -12.2% | +10.6% | +1.8% |
| YTD | -17.5% | -20.1% | +2.5% | -12.3% |
| 1Y | -14.8% | -20.6% | +5.8% | -9.4% |
| 3Y | +47.9% | +17.3% | +30.6% | +35.3% |
| 5Y | +34.5% | -14.5% | +49.0% | +34.0% |
| 10Y | +394.0% | +150.2% | +243.8% | +215.3% |
| All | +1,377.5% | +459.9% | +917.6% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling