+135.9%
XLU vs TTWO
+406.5%
-270.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -3.3% | -11.3% | +8.0% | -2.1% |
| 3M | -3.2% | +1.6% | -4.8% | -3.5% |
| 6M | -7.0% | +2.1% | -9.0% | -7.5% |
| YTD | +0.6% | -15.8% | +16.5% | +2.0% |
| 1Y | +2.4% | -12.6% | +15.0% | +3.3% |
| 3Y | +46.3% | +48.2% | -2.0% | +37.5% |
| 5Y | +44.0% | +40.0% | +4.0% | +33.8% |
| All | +135.9% | +406.5% | -270.6% | +91.1% |
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