+225.0%
XLE vs TTWO
+34.8%
+190.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | +12.6% | -13.5% | +26.1% | +14.6% |
| 3M | +11.8% | +0.3% | +11.5% | +11.4% |
| 6M | +16.1% | +0.8% | +15.2% | +15.3% |
| YTD | +46.9% | -16.7% | +63.6% | +49.8% |
| 1Y | +53.3% | -14.3% | +67.5% | +55.3% |
| 3Y | +54.9% | +49.4% | +5.5% | +41.8% |
| All | +225.0% | +34.8% | +190.3% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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