+143.7%
XLC vs TTWO
+81.2%
+62.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +2.1% | -11.3% | +13.4% | +6.0% |
| 3M | +0.7% | +1.6% | -0.9% | -0.4% |
| 6M | -3.2% | +2.1% | -5.3% | -4.8% |
| YTD | -3.8% | -15.8% | +12.0% | +0.5% |
| 1Y | -2.0% | -12.6% | +10.6% | +0.7% |
| 3Y | +71.4% | +48.2% | +23.1% | +43.7% |
| 5Y | +40.7% | +40.0% | +0.7% | +16.0% |
| All | +143.7% | +81.2% | +62.5% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling