+40.4%
TTWO vs OUST
-62.3%
+102.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.4% | -1.6% |
| 7D | +6.4% | +19.9% | -13.6% | +4.7% |
| 30D | +13.3% | +3.6% | +9.7% | +12.5% |
| 3M | -6.6% | -20.6% | +14.0% | -5.7% |
| 6M | +0.4% | +35.1% | -34.6% | -5.2% |
| YTD | -11.4% | +69.1% | -80.5% | -18.6% |
| 1Y | -5.6% | +49.9% | -55.5% | -12.7% |
| 3Y | +53.5% | +642.4% | -588.9% | +12.7% |
| 5Y | +20.8% | -48.3% | +69.1% | +6.2% |
| All | +40.4% | -62.3% | +102.7% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling