+39.2%
XLK vs TTWO
-12.4%
+51.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -0.6% | -11.3% | +10.7% | +1.4% |
| 3M | +2.6% | +1.6% | +1.0% | +0.9% |
| 6M | +34.0% | +2.1% | +31.9% | +30.6% |
| YTD | +30.7% | -15.8% | +46.5% | +32.6% |
| 1Y | +39.2% | -12.6% | +51.8% | +41.3% |
| All | +39.2% | -12.4% | +51.6% | +41.3% |
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