+390.0%
TTWO vs UAL
+80.6%
+309.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +6.0% | -3.0% | +9.1% | +6.3% |
| 30D | +13.2% | +10.5% | +2.8% | +11.9% |
| 3M | -5.8% | -13.5% | +7.7% | -4.6% |
| 6M | +0.4% | +14.2% | -13.9% | -1.6% |
| YTD | -11.0% | -2.2% | -8.8% | -11.7% |
| 1Y | -4.1% | +12.5% | -16.6% | -6.3% |
| 3Y | +51.8% | +186.8% | -135.0% | +31.5% |
| 5Y | +21.3% | +119.4% | -98.1% | +6.0% |
| All | +390.0% | +80.6% | +309.5% | +365.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling