-17.2%
TTWO vs EXEL
+92.4%
-109.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.1% |
| 7D | +7.0% | +9.8% | -2.8% | +6.5% |
| 30D | +2.7% | +23.6% | -20.9% | +1.6% |
| 3M | -13.0% | +29.9% | -42.9% | -14.3% |
| 6M | -7.2% | +64.7% | -71.9% | -10.5% |
| YTD | -18.4% | +66.0% | -84.4% | -22.0% |
| 1Y | -17.2% | +92.0% | -109.2% | -24.6% |
| All | -17.2% | +92.4% | -109.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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