+1,464.0%
XOM vs TTWO
+5,817.5%
-4,353.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | +0.4% |
| 7D | +1.9% | +1.3% | +0.5% | +1.7% |
| 30D | +4.1% | -13.4% | +17.5% | +5.3% |
| 3M | +10.4% | +3.1% | +7.3% | +9.9% |
| 6M | +13.0% | +3.8% | +9.3% | +12.3% |
| YTD | +40.1% | -15.3% | +55.3% | +41.5% |
| 1Y | +51.1% | -11.1% | +62.2% | +51.8% |
| 3Y | +57.7% | +52.0% | +5.8% | +50.1% |
| 5Y | +264.7% | +40.9% | +223.8% | +245.8% |
| 10Y | +193.1% | +407.6% | -214.5% | +142.7% |
| All | +1,464.0% | +5,817.5% | -4,353.5% | +981.6% |
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