+40.9%
TTWO vs UEC
+198.6%
-157.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.2% |
| 7D | +0.4% | -9.4% | +9.8% | +1.3% |
| 30D | -11.3% | -8.0% | -3.3% | -10.8% |
| 3M | +1.6% | -1.7% | +3.3% | +1.2% |
| 6M | +2.1% | -26.1% | +28.2% | +3.5% |
| YTD | -15.8% | -10.5% | -5.3% | -16.9% |
| 1Y | -12.6% | -13.3% | +0.7% | -14.4% |
| 3Y | +48.2% | +116.4% | -68.1% | +24.6% |
| All | +40.9% | +198.6% | -157.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 5y: compounded portfolio wealth divided by compounded UEC 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…
5y analysis · Full analysis span regression · 6 months rolling