+811.7%
XLB vs TTWO
+4,640.1%
-3,828.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.2% | -1.6% | +1.3% | 0.0% |
| 30D | -1.7% | -13.5% | +11.7% | +0.3% |
| 3M | +4.4% | +0.3% | +4.0% | +4.1% |
| 6M | +5.0% | +0.8% | +4.2% | +4.4% |
| YTD | +15.5% | -16.7% | +32.2% | +17.8% |
| 1Y | +14.9% | -14.3% | +29.2% | +16.6% |
| 3Y | +34.5% | +49.4% | -14.9% | +25.0% |
| 5Y | +36.5% | +33.8% | +2.8% | +26.9% |
| 10Y | +159.6% | +392.8% | -233.2% | +95.5% |
| All | +811.7% | +4,640.1% | -3,828.3% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling