+1,093.3%
XLI vs TTWO
+4,592.3%
-3,499.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | -6.9% | -16.7% | +9.8% | -4.6% |
| 3M | -1.9% | -0.4% | -1.5% | -2.1% |
| 6M | +1.0% | -1.6% | +2.7% | +0.8% |
| YTD | +11.3% | -17.5% | +28.9% | +13.6% |
| 1Y | +15.8% | -14.8% | +30.6% | +17.5% |
| 3Y | +69.8% | +47.9% | +21.9% | +58.4% |
| 5Y | +80.9% | +34.5% | +46.4% | +68.4% |
| 10Y | +257.2% | +394.0% | -136.8% | +171.1% |
| All | +1,093.3% | +4,592.3% | -3,499.0% | +552.8% |
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