+19.9%
XBI vs TTWO
+39.3%
-19.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | -2.0% | -11.3% | +9.3% | +1.3% |
| 3M | +17.8% | +1.6% | +16.2% | +16.3% |
| 6M | +23.7% | +2.1% | +21.6% | +21.5% |
| YTD | +28.2% | -15.8% | +44.1% | +33.3% |
| 1Y | +64.0% | -12.6% | +76.6% | +67.9% |
| 3Y | +99.4% | +48.2% | +51.2% | +66.6% |
| All | +19.9% | +39.3% | -19.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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