+547.1%
XYZ vs TTWO
+553.0%
-5.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -1.1% | +6.0% | -7.1% | -5.3% |
| 30D | +11.5% | +13.2% | -1.7% | +2.6% |
| 3M | +1.8% | -5.8% | +7.6% | +4.5% |
| 6M | +21.2% | +0.4% | +20.8% | +18.2% |
| YTD | +29.9% | -11.0% | +41.0% | +36.3% |
| 1Y | +35.8% | -4.1% | +39.9% | +35.5% |
| 3Y | +62.6% | +51.8% | +10.8% | +20.2% |
| 5Y | -62.8% | +21.3% | -84.1% | -69.2% |
| 10Y | +612.0% | +375.1% | +236.8% | +267.0% |
| All | +547.1% | +553.0% | -5.8% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling