+10.6%
XLK vs TTWO
-15.9%
+26.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.1% | -10.1% | -8.2% |
| 7D | -14.0% | +10.3% | -24.3% | -15.1% |
| 30D | -19.6% | +5.3% | -25.0% | -20.2% |
| 3M | -12.6% | -9.2% | -3.4% | -11.4% |
| 6M | -1.7% | -4.4% | +2.6% | -2.3% |
| YTD | +13.2% | -16.7% | +29.9% | +14.4% |
| 1Y | +10.6% | -16.3% | +26.9% | +11.3% |
| All | +10.6% | -15.9% | +26.5% | +11.3% |
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