+558.7%
XLP vs TTWO
+4,509.2%
-3,950.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.1% |
| 7D | +0.1% | +8.0% | -7.9% | -0.4% |
| 30D | +8.9% | -2.8% | +11.8% | +9.1% |
| 3M | +7.5% | -15.9% | +23.3% | +8.6% |
| 6M | +9.4% | -5.9% | +15.4% | +9.6% |
| YTD | +19.3% | -19.0% | +38.3% | +20.4% |
| 1Y | +21.7% | -10.6% | +32.3% | +22.1% |
| 3Y | +44.0% | +41.7% | +2.2% | +39.6% |
| 5Y | +42.8% | +11.0% | +31.8% | +39.4% |
| 10Y | +128.8% | +323.3% | -194.5% | +103.9% |
| All | +558.7% | +4,509.2% | -3,950.5% | +420.5% |
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