+394.9%
TTWO vs XOP
+58.6%
+336.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | +2.6% | -2.3% | 0.0% |
| 30D | -11.3% | +9.6% | -20.9% | -12.4% |
| 3M | +1.6% | +20.4% | -18.8% | -1.0% |
| 6M | +2.1% | +19.9% | -17.8% | -0.7% |
| YTD | -15.8% | +56.4% | -72.2% | -21.2% |
| 1Y | -12.6% | +52.4% | -65.0% | -18.0% |
| 3Y | +48.2% | +39.9% | +8.3% | +39.4% |
| 5Y | +40.0% | +163.7% | -123.8% | +21.7% |
| All | +394.9% | +58.6% | +336.3% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling