+1,222.9%
TTWO vs UAL
+242.1%
+980.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | -8.8% | +0.7% | -9.5% | -8.9% |
| 30D | -8.6% | -16.1% | +7.5% | -6.5% |
| 3M | -0.9% | +6.1% | -7.0% | -2.0% |
| 6M | -0.5% | +10.8% | -11.3% | -2.8% |
| YTD | -16.1% | -0.4% | -15.8% | -17.0% |
| 1Y | -10.8% | +5.0% | -15.8% | -12.6% |
| 3Y | +51.4% | +124.0% | -72.6% | +29.9% |
| 5Y | +33.7% | +141.0% | -107.3% | +11.1% |
| 10Y | +380.3% | +118.0% | +262.3% | +267.4% |
| All | +1,222.9% | +242.1% | +980.8% | +661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling