+1,518.0%
TTWO vs XME
+244.0%
+1,274.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -16.7% | +1.4% | -18.1% | -17.4% |
| 3M | -0.4% | +2.7% | -3.2% | -2.2% |
| 6M | -1.6% | +6.5% | -8.1% | -5.7% |
| YTD | -17.5% | +15.2% | -32.7% | -23.5% |
| 1Y | -14.8% | +43.5% | -58.3% | -28.1% |
| 3Y | +47.9% | +135.9% | -88.0% | +0.8% |
| 5Y | +34.5% | +181.5% | -147.0% | -17.2% |
| 10Y | +394.0% | +436.9% | -42.8% | +108.9% |
| All | +1,518.0% | +244.0% | +1,274.1% | +638.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling