+28.3%
TTWO vs OUST
-60.2%
+88.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.8% | -14.3% | -4.3% |
| 7D | +8.0% | +36.7% | -28.7% | +5.2% |
| 30D | -2.8% | -3.3% | +0.5% | -3.0% |
| 3M | -15.9% | -11.1% | -4.7% | -15.8% |
| 6M | -5.9% | +53.1% | -59.0% | -12.1% |
| YTD | -19.0% | +78.2% | -97.2% | -25.9% |
| 1Y | -10.6% | +50.0% | -60.6% | -17.3% |
| 3Y | +41.7% | +836.2% | -794.4% | +1.6% |
| 5Y | +11.0% | -50.0% | +61.0% | -2.4% |
| All | +28.3% | -60.2% | +88.5% | +14.3% |
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