+139.9%
XLC vs TTWO
+77.6%
+62.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -0.7% |
| 30D | -0.9% | -16.7% | +15.8% | +5.1% |
| 3M | -0.3% | -0.4% | +0.1% | -0.7% |
| 6M | -5.2% | -1.6% | -3.6% | -5.6% |
| YTD | -5.3% | -17.5% | +12.2% | -0.4% |
| 1Y | -2.8% | -14.8% | +12.0% | +0.8% |
| 3Y | +71.2% | +47.9% | +23.3% | +43.6% |
| 5Y | +37.6% | +34.5% | +3.1% | +15.0% |
| All | +139.9% | +77.6% | +62.3% | +72.2% |
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