+411.2%
XLF vs TTWO
+4,721.6%
-4,310.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | -1.6% | -13.4% | +11.8% | +0.6% |
| 3M | +9.3% | +3.1% | +6.2% | +8.4% |
| 6M | +14.6% | +3.8% | +10.8% | +13.4% |
| YTD | +4.7% | -15.3% | +20.0% | +6.9% |
| 1Y | +8.6% | -11.1% | +19.7% | +9.9% |
| 3Y | +73.9% | +52.0% | +21.9% | +59.6% |
| 5Y | +65.0% | +40.9% | +24.1% | +50.7% |
| 10Y | +250.4% | +407.6% | -157.2% | +148.9% |
| All | +411.2% | +4,721.6% | -4,310.4% | +150.1% |
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