+248.8%
XLF vs TTWO
+406.5%
-157.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.5% | +0.4% | -1.8% | -1.5% |
| 30D | -1.2% | -11.3% | +10.2% | +0.8% |
| 3M | +9.2% | +1.6% | +7.6% | +8.5% |
| 6M | +16.3% | +2.1% | +14.3% | +15.3% |
| YTD | +5.4% | -15.8% | +21.3% | +7.9% |
| 1Y | +7.6% | -12.6% | +20.2% | +9.2% |
| 3Y | +74.2% | +48.2% | +26.0% | +59.5% |
| 5Y | +66.1% | +40.0% | +26.2% | +50.0% |
| All | +248.8% | +406.5% | -157.7% | +166.4% |
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