+3,519.8%
TTWO vs EXEL
+268.9%
+3,250.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -16.7% | +10.1% | -26.9% | -18.1% |
| 3M | -0.4% | +10.1% | -10.5% | -2.2% |
| 6M | -1.6% | +37.7% | -39.3% | -7.0% |
| YTD | -17.5% | +33.1% | -50.6% | -21.8% |
| 1Y | -14.8% | +52.4% | -67.2% | -21.2% |
| 3Y | +47.9% | +163.8% | -115.9% | +22.4% |
| 5Y | +34.5% | +198.5% | -164.1% | +7.9% |
| 10Y | +394.0% | +386.9% | +7.1% | +235.7% |
| All | +3,519.8% | +268.9% | +3,250.9% | +1,343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling