-68.2%
XYZ vs TTWO
+34.8%
-102.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.8% |
| 7D | +2.9% | -1.6% | +4.4% | +4.0% |
| 30D | +1.4% | -13.5% | +14.9% | +11.8% |
| 3M | +14.6% | +0.3% | +14.2% | +12.5% |
| 6M | +20.8% | +0.8% | +19.9% | +17.2% |
| YTD | +23.1% | -16.7% | +39.8% | +37.2% |
| 1Y | +5.6% | -14.3% | +19.9% | +15.0% |
| 3Y | +50.9% | +49.4% | +1.5% | +7.7% |
| All | -68.2% | +34.8% | -102.9% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling