+394.9%
TTWO vs UDR
+47.2%
+347.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -3.5% | +3.8% | +1.1% |
| 30D | -11.3% | -5.3% | -6.0% | -10.3% |
| 3M | +1.6% | -9.5% | +11.1% | +3.7% |
| 6M | +2.1% | -0.7% | +2.7% | +1.8% |
| YTD | -15.8% | -1.2% | -14.7% | -16.0% |
| 1Y | -12.6% | -5.7% | -6.9% | -11.9% |
| 3Y | +48.2% | +3.7% | +44.5% | +44.9% |
| 5Y | +40.0% | -18.9% | +58.9% | +43.0% |
| All | +394.9% | +47.2% | +347.7% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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