-17.2%
TTWO vs OUST
+11.1%
-28.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +15.7% | -8.6% | +6.2% |
| 7D | +7.0% | -0.2% | +7.2% | +6.8% |
| 30D | +2.7% | -24.0% | +26.7% | +3.9% |
| 3M | -13.0% | -29.9% | +16.9% | -11.8% |
| 6M | -7.2% | +19.1% | -26.4% | -12.8% |
| YTD | -18.4% | +55.0% | -73.4% | -27.1% |
| 1Y | -17.2% | +21.2% | -38.4% | -27.1% |
| All | -17.2% | +11.1% | -28.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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