+52.6%
XOM vs TTWO
-18.4%
+71.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.1% | -11.7% | -3.6% |
| 7D | -7.0% | +7.0% | -14.0% | -6.0% |
| 30D | +3.2% | +2.7% | +0.5% | +3.9% |
| 3M | +10.7% | -13.0% | +23.7% | +9.8% |
| 6M | +11.6% | -7.2% | +18.8% | +11.9% |
| YTD | +43.5% | -18.4% | +61.9% | +40.1% |
| 1Y | +52.6% | -17.2% | +69.8% | +49.8% |
| All | +52.6% | -18.4% | +71.0% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling