-17.2%
TTWO vs XEL
+1.7%
-19.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +7.5% |
| 7D | +7.0% | +4.3% | +2.7% | +7.8% |
| 30D | +2.7% | +12.6% | -9.9% | +5.2% |
| 3M | -13.0% | +4.4% | -17.4% | -12.5% |
| 6M | -7.2% | +0.7% | -8.0% | -7.5% |
| YTD | -18.4% | +11.5% | -29.9% | -16.6% |
| 1Y | -17.2% | +1.7% | -19.0% | -16.5% |
| All | -17.2% | +1.7% | -19.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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