+41.9%
TTWO vs EXEL
+187.2%
-145.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.9% |
| 7D | +1.3% | -2.9% | +4.2% | +1.7% |
| 30D | -13.4% | +11.9% | -25.3% | -14.7% |
| 3M | +3.1% | +9.2% | -6.1% | +1.7% |
| 6M | +3.8% | +39.1% | -35.3% | -1.3% |
| YTD | -15.3% | +31.0% | -46.3% | -18.8% |
| 1Y | -11.1% | +52.3% | -63.4% | -16.8% |
| 3Y | +52.0% | +159.7% | -107.8% | +25.1% |
| All | +41.9% | +187.2% | -145.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling