+52.3%
XOM vs TTWO
-12.4%
+64.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.4% |
| 7D | +4.1% | +0.4% | +3.7% | +4.1% |
| 30D | +4.6% | -11.3% | +15.9% | +3.6% |
| 3M | +14.0% | +1.6% | +12.4% | +14.6% |
| 6M | +11.0% | +2.1% | +8.9% | +12.6% |
| YTD | +40.7% | -15.8% | +56.5% | +38.9% |
| 1Y | +52.3% | -12.6% | +64.9% | +49.7% |
| All | +52.3% | -12.4% | +64.7% | +49.7% |
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