+32.0%
TTWO vs OUST
-61.4%
+93.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -1.6% | +12.7% | -14.3% | -2.5% |
| 30D | -13.5% | -13.6% | +0.1% | -12.6% |
| 3M | +0.3% | -8.3% | +8.6% | -0.7% |
| 6M | +0.8% | +85.0% | -84.1% | -7.1% |
| YTD | -16.7% | +73.2% | -89.9% | -23.1% |
| 1Y | -14.3% | +32.5% | -46.7% | -20.1% |
| 3Y | +49.4% | +643.8% | -594.5% | +10.0% |
| 5Y | +33.8% | -52.1% | +85.9% | +18.6% |
| All | +32.0% | -61.4% | +93.3% | +18.6% |
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