+394.9%
TTWO vs EXEL
+375.2%
+19.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +0.4% | -4.9% | +5.3% | +1.1% |
| 30D | -11.3% | +11.4% | -22.7% | -12.8% |
| 3M | +1.6% | +4.9% | -3.3% | +0.7% |
| 6M | +2.1% | +34.4% | -32.3% | -2.8% |
| YTD | -15.8% | +28.0% | -43.9% | -19.3% |
| 1Y | -12.6% | +43.6% | -56.2% | -17.9% |
| 3Y | +48.2% | +155.2% | -107.0% | +24.3% |
| 5Y | +40.0% | +181.2% | -141.2% | +14.3% |
| All | +394.9% | +375.2% | +19.7% | +282.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling