+169.4%
XLV vs TTWO
+406.5%
-237.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -3.6% | +0.4% | -3.9% | -3.6% |
| 30D | -1.8% | -11.3% | +9.5% | -0.1% |
| 3M | +7.8% | +1.6% | +6.2% | +7.2% |
| 6M | +9.1% | +2.1% | +7.0% | +8.2% |
| YTD | +7.7% | -15.8% | +23.6% | +9.9% |
| 1Y | +20.4% | -12.6% | +33.0% | +21.9% |
| 3Y | +30.8% | +48.2% | -17.4% | +19.6% |
| 5Y | +34.6% | +40.0% | -5.3% | +21.5% |
| All | +169.4% | +406.5% | -237.1% | +102.5% |
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 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