+40.9%
TTWO vs XME
+162.6%
-121.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +0.4% | -4.2% | +4.6% | +1.5% |
| 30D | -11.3% | -2.7% | -8.6% | -10.9% |
| 3M | +1.6% | -3.9% | +5.5% | +2.2% |
| 6M | +2.1% | -1.0% | +3.1% | +0.9% |
| YTD | -15.8% | +9.8% | -25.7% | -19.5% |
| 1Y | -12.6% | +32.5% | -45.2% | -21.9% |
| 3Y | +48.2% | +124.3% | -76.1% | +8.2% |
| All | +40.9% | +162.6% | -121.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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