+889.2%
XLV vs TTWO
+4,688.5%
-3,799.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +7.8% | +1.6% | +6.2% | +7.4% |
| 6M | +9.1% | +2.1% | +7.0% | +8.5% |
| YTD | +7.7% | -15.8% | +23.6% | +9.2% |
| 1Y | +20.4% | -12.6% | +33.0% | +21.5% |
| 3Y | +30.8% | +48.2% | -17.4% | +23.6% |
| 5Y | +34.6% | +40.0% | -5.3% | +26.3% |
| 10Y | +173.4% | +404.1% | -230.8% | +119.9% |
| All | +889.2% | +4,688.5% | -3,799.3% | +466.4% |
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