+33.4%
XLB vs TTWO
+41.7%
-8.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | -3.5% | +1.3% | -4.9% | -3.8% |
| 30D | -4.7% | -13.4% | +8.7% | -2.2% |
| 3M | +2.7% | +3.1% | -0.4% | +1.8% |
| 6M | +2.6% | +3.8% | -1.2% | +1.2% |
| YTD | +12.8% | -15.3% | +28.1% | +15.6% |
| 1Y | +14.0% | -11.1% | +25.1% | +15.3% |
| 3Y | +31.5% | +52.0% | -20.5% | +16.8% |
| 5Y | +33.4% | +40.9% | -7.5% | +11.0% |
| All | +33.4% | +41.7% | -8.3% | +11.0% |
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