+40.9%
TTWO vs XOP
+158.8%
-117.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | +2.6% | -2.3% | -0.1% |
| 30D | -11.3% | +9.6% | -20.9% | -12.9% |
| 3M | +1.6% | +20.4% | -18.8% | -2.2% |
| 6M | +2.1% | +19.9% | -17.8% | -2.1% |
| YTD | -15.8% | +56.4% | -72.2% | -23.9% |
| 1Y | -12.6% | +52.4% | -65.0% | -20.7% |
| 3Y | +48.2% | +39.9% | +8.3% | +34.7% |
| All | +40.9% | +158.8% | -117.9% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling