+631.5%
XLU vs TTWO
+4,688.5%
-4,057.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -3.3% | -11.3% | +8.0% | -2.5% |
| 3M | -3.2% | +1.6% | -4.8% | -3.4% |
| 6M | -7.0% | +2.1% | -9.0% | -7.3% |
| YTD | +0.6% | -15.8% | +16.5% | +1.5% |
| 1Y | +2.4% | -12.6% | +15.0% | +3.0% |
| 3Y | +46.3% | +48.2% | -2.0% | +40.9% |
| 5Y | +44.0% | +40.0% | +4.0% | +38.0% |
| 10Y | +140.1% | +404.1% | -264.1% | +107.8% |
| All | +631.5% | +4,688.5% | -4,057.1% | +458.4% |
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