+7.2%
XYZ vs TTWO
-12.7%
+19.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.9% |
| 7D | -5.2% | +1.3% | -6.5% | -5.8% |
| 30D | 0.0% | -13.4% | +13.4% | +7.7% |
| 3M | +18.7% | +3.1% | +15.6% | +14.1% |
| 6M | +20.5% | +3.8% | +16.8% | +13.8% |
| YTD | +21.5% | -15.3% | +36.7% | +29.8% |
| 1Y | +7.2% | -11.1% | +18.3% | +14.9% |
| All | +7.2% | -12.7% | +19.9% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling