-17.2%
TTWO vs UAL
+22.8%
-40.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.8% | +6.2% |
| 7D | +7.0% | +11.9% | -5.0% | +5.7% |
| 30D | +2.7% | +5.2% | -2.6% | +1.9% |
| 3M | -13.0% | -12.7% | -0.3% | -12.4% |
| 6M | -7.2% | +28.5% | -35.8% | -10.2% |
| YTD | -18.4% | +3.5% | -21.9% | -19.0% |
| 1Y | -17.2% | +27.5% | -44.8% | -18.9% |
| All | -17.2% | +22.8% | -40.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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