+508.9%
XLP vs TTWO
+4,671.2%
-4,162.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | -8.8% | +7.8% | -0.5% |
| 30D | -0.9% | -8.6% | +7.7% | -0.4% |
| 3M | +3.8% | -0.9% | +4.7% | +3.8% |
| 6M | -1.7% | -0.5% | -1.2% | -1.9% |
| YTD | +10.3% | -16.1% | +26.4% | +11.1% |
| 1Y | +7.8% | -10.8% | +18.6% | +8.2% |
| 3Y | +27.2% | +51.4% | -24.2% | +22.8% |
| 5Y | +32.5% | +33.7% | -1.2% | +27.9% |
| 10Y | +101.8% | +380.3% | -278.5% | +78.6% |
| All | +508.9% | +4,671.2% | -4,162.2% | +380.4% |
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