+1,106.7%
XLY vs TTWO
+4,688.5%
-3,581.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -4.2% | -11.3% | +7.1% | -2.5% |
| 3M | -2.7% | +1.6% | -4.3% | -3.1% |
| 6M | -0.6% | +2.1% | -2.7% | -1.3% |
| YTD | -5.0% | -15.8% | +10.8% | -3.1% |
| 1Y | -4.1% | -12.6% | +8.5% | -2.8% |
| 3Y | +33.6% | +48.2% | -14.6% | +24.2% |
| 5Y | +28.7% | +40.0% | -11.3% | +19.3% |
| 10Y | +219.6% | +404.1% | -184.5% | +143.5% |
| All | +1,106.7% | +4,688.5% | -3,581.8% | +555.0% |
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