+597.9%
XYZ vs TTWO
+410.0%
+187.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -2.2% |
| 7D | -5.2% | +1.3% | -6.5% | -6.0% |
| 30D | 0.0% | -13.4% | +13.4% | +9.6% |
| 3M | +18.7% | +3.1% | +15.6% | +14.8% |
| 6M | +20.5% | +3.8% | +16.8% | +15.4% |
| YTD | +21.5% | -15.3% | +36.7% | +33.0% |
| 1Y | +7.2% | -11.1% | +18.3% | +13.5% |
| 3Y | +49.0% | +52.0% | -3.0% | +9.3% |
| 5Y | -68.1% | +40.9% | -109.0% | -76.0% |
| All | +597.9% | +410.0% | +187.9% | +249.0% |
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 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