+14.7%
XLF vs TTWO
-18.4%
+33.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.6% |
| 7D | +5.5% | +7.0% | -1.5% | +4.6% |
| 30D | +9.9% | +2.7% | +7.2% | +9.4% |
| 3M | +2.6% | -13.0% | +15.7% | +3.9% |
| 6M | +15.6% | -7.2% | +22.8% | +15.9% |
| YTD | +9.4% | -18.4% | +27.8% | +8.4% |
| 1Y | +14.7% | -17.2% | +32.0% | +13.7% |
| All | +14.7% | -18.4% | +33.1% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling