-17.2%
TTWO vs UL
+1.7%
-18.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.9% | +7.1% |
| 7D | +7.0% | +4.7% | +2.3% | +6.9% |
| 30D | +2.7% | +11.6% | -8.9% | +2.8% |
| 3M | -13.0% | +5.3% | -18.3% | -13.1% |
| 6M | -7.2% | +16.0% | -23.3% | -5.9% |
| YTD | -18.4% | +5.0% | -23.4% | -20.6% |
| 1Y | -17.2% | +1.1% | -18.4% | -20.3% |
| All | -17.2% | +1.7% | -18.9% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling