+106.2%
XLP vs TTWO
+390.3%
-284.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.7% |
| 30D | -2.2% | -16.7% | +14.5% | -0.4% |
| 3M | -0.6% | -0.4% | -0.1% | -0.7% |
| 6M | -2.2% | -1.6% | -0.6% | -2.4% |
| YTD | +8.3% | -17.5% | +25.8% | +10.0% |
| 1Y | +5.7% | -14.8% | +20.5% | +6.9% |
| 3Y | +25.7% | +47.9% | -22.2% | +17.8% |
| 5Y | +31.3% | +34.5% | -3.2% | +22.4% |
| 10Y | +106.2% | +394.0% | -287.9% | +67.2% |
| All | +106.2% | +390.3% | -284.2% | +67.2% |
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