+1,047.3%
XLE vs TTWO
+4,963.0%
-3,915.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +5.4% | +6.0% | -0.6% | +4.6% |
| 30D | -3.9% | +13.2% | -17.2% | -5.6% |
| 3M | +7.0% | -5.8% | +12.8% | +7.4% |
| 6M | +14.2% | +0.4% | +13.8% | +13.5% |
| YTD | +48.2% | -11.0% | +59.2% | +48.9% |
| 1Y | +47.7% | -4.1% | +51.8% | +47.0% |
| 3Y | +70.0% | +51.8% | +18.2% | +58.6% |
| 5Y | +169.1% | +21.3% | +147.8% | +154.3% |
| 10Y | +180.7% | +375.1% | -194.4% | +117.6% |
| All | +1,047.3% | +4,963.0% | -3,915.7% | +627.6% |
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