+50.9%
XYZ vs TTWO
+49.4%
+1.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.8% |
| 7D | +2.9% | -1.6% | +4.4% | +3.9% |
| 30D | +1.4% | -13.5% | +14.9% | +10.8% |
| 3M | +14.6% | +0.3% | +14.2% | +12.4% |
| 6M | +20.8% | +0.8% | +19.9% | +17.0% |
| YTD | +23.1% | -16.7% | +39.8% | +36.0% |
| 1Y | +5.6% | -14.3% | +19.9% | +14.3% |
| 3Y | +50.9% | +49.4% | +1.5% | +12.8% |
| All | +50.9% | +49.4% | +1.5% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling