+398.3%
TTWO vs UAL
+106.0%
+292.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.8% |
| 7D | +1.3% | -2.0% | +3.3% | +1.5% |
| 30D | -13.4% | -15.7% | +2.3% | -11.9% |
| 3M | +3.1% | +3.6% | -0.5% | +2.5% |
| 6M | +3.8% | +16.9% | -13.1% | +1.4% |
| YTD | -15.3% | -4.8% | -10.5% | -15.5% |
| 1Y | -11.1% | -0.9% | -10.1% | -11.9% |
| 3Y | +52.0% | +124.5% | -72.5% | +35.3% |
| 5Y | +40.9% | +140.2% | -99.2% | +22.9% |
| All | +398.3% | +106.0% | +292.3% | +397.8% |
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