+253.9%
XLI vs TTWO
+406.5%
-152.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.7% | +0.4% | -2.0% | -1.7% |
| 30D | -7.3% | -11.3% | +4.1% | -5.3% |
| 3M | -1.3% | +1.6% | -2.9% | -1.9% |
| 6M | +2.2% | +2.1% | +0.2% | +1.2% |
| YTD | +11.7% | -15.8% | +27.5% | +14.3% |
| 1Y | +14.3% | -12.6% | +26.9% | +15.9% |
| 3Y | +70.3% | +48.2% | +22.1% | +54.8% |
| 5Y | +82.3% | +40.0% | +42.3% | +63.4% |
| All | +253.9% | +406.5% | -152.6% | +165.6% |
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