+120.4%
XLK vs TTWO
+50.8%
+69.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -0.6% | -11.3% | +10.7% | +2.5% |
| 3M | +2.6% | +1.6% | +1.0% | +1.0% |
| 6M | +34.0% | +2.1% | +31.9% | +31.1% |
| YTD | +30.7% | -15.8% | +46.5% | +35.6% |
| 1Y | +39.2% | -12.6% | +51.8% | +42.3% |
| 3Y | +120.4% | +48.2% | +72.2% | +85.9% |
| All | +120.4% | +50.8% | +69.6% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling