+62.6%
XYZ vs TTWO
+54.3%
+8.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -1.1% | +6.0% | -7.1% | -4.9% |
| 30D | +11.5% | +13.2% | -1.7% | +3.0% |
| 3M | +1.8% | -5.8% | +7.6% | +4.6% |
| 6M | +21.2% | +0.4% | +20.8% | +18.0% |
| YTD | +29.9% | -11.0% | +41.0% | +36.4% |
| 1Y | +35.8% | -4.1% | +39.9% | +35.1% |
| 3Y | +62.6% | +51.8% | +10.8% | +25.7% |
| All | +62.6% | +54.3% | +8.3% | +25.7% |
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