+559.7%
XLP vs TTWO
+4,892.3%
-4,332.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.3% | -8.2% | -0.4% |
| 7D | +2.3% | +15.2% | -12.9% | +1.4% |
| 30D | +9.1% | +5.2% | +3.9% | +8.7% |
| 3M | +7.9% | -11.4% | +19.3% | +8.6% |
| 6M | +9.6% | +1.9% | +7.7% | +9.2% |
| YTD | +19.4% | -12.3% | +31.7% | +20.0% |
| 1Y | +22.4% | -4.0% | +26.4% | +22.2% |
| 3Y | +43.2% | +51.9% | -8.7% | +38.2% |
| 5Y | +42.6% | +22.9% | +19.6% | +38.3% |
| 10Y | +135.4% | +378.6% | -243.1% | +108.2% |
| All | +559.7% | +4,892.3% | -4,332.6% | +418.6% |
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