+51.8%
TTWO vs OUST
+594.6%
-542.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.9% |
| 7D | +6.0% | -3.8% | +9.8% | +6.2% |
| 30D | +13.2% | +5.1% | +8.2% | +12.5% |
| 3M | -5.8% | -25.8% | +20.0% | -4.8% |
| 6M | +0.4% | -2.0% | +2.4% | -1.8% |
| YTD | -11.0% | +54.7% | -65.7% | -16.3% |
| 1Y | -4.1% | +48.8% | -52.9% | -9.8% |
| 3Y | +51.8% | +607.8% | -556.0% | +25.6% |
| All | +51.8% | +594.6% | -542.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling