+5,401.7%
TTWO vs XEL
+1,024.1%
+4,377.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -11.3% | -3.9% | -7.4% | -10.6% |
| 3M | +1.6% | -2.8% | +4.4% | +2.1% |
| 6M | +2.1% | -5.4% | +7.5% | +2.8% |
| YTD | -15.8% | +3.8% | -19.6% | -17.0% |
| 1Y | -12.6% | +6.8% | -19.4% | -14.4% |
| 3Y | +48.2% | +45.6% | +2.6% | +34.5% |
| 5Y | +40.0% | +30.7% | +9.3% | +29.0% |
| 10Y | +404.1% | +151.7% | +252.4% | +301.6% |
| All | +5,401.7% | +1,024.1% | +4,377.6% | +4,132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling