+1,024.7%
XLE vs TTWO
+4,671.2%
-3,646.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +2.2% | -8.8% | +11.0% | +3.3% |
| 30D | +11.8% | -8.6% | +20.4% | +12.9% |
| 3M | +9.8% | -0.9% | +10.7% | +9.6% |
| 6M | +15.6% | -0.5% | +16.1% | +15.1% |
| YTD | +45.3% | -16.1% | +61.4% | +47.4% |
| 1Y | +48.3% | -10.8% | +59.1% | +49.2% |
| 3Y | +55.4% | +51.4% | +4.1% | +45.3% |
| 5Y | +216.1% | +33.7% | +182.4% | +195.8% |
| 10Y | +178.4% | +380.3% | -201.9% | +115.9% |
| All | +1,024.7% | +4,671.2% | -3,646.4% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling