+69.7%
XLC vs TTWO
+51.8%
+17.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +0.2% | -13.4% | +13.6% | +3.6% |
| 3M | +0.7% | +3.1% | -2.4% | -0.4% |
| 6M | -4.5% | +3.8% | -8.2% | -6.0% |
| YTD | -4.7% | -15.3% | +10.5% | -1.5% |
| 1Y | -1.5% | -11.1% | +9.6% | +0.3% |
| All | +69.7% | +51.8% | +17.9% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling