+29.5%
XLB vs TTWO
-18.4%
+48.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +2.2% |
| 7D | +3.9% | +7.0% | -3.0% | +3.7% |
| 30D | +8.9% | +2.7% | +6.2% | +8.7% |
| 3M | +4.1% | -13.0% | +17.2% | +4.4% |
| 6M | +7.3% | -7.2% | +14.5% | +7.5% |
| YTD | +20.4% | -18.4% | +38.8% | +19.4% |
| 1Y | +29.5% | -17.2% | +46.8% | +28.7% |
| All | +29.5% | -18.4% | +48.0% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling