+394.9%
TTWO vs UL
+66.7%
+328.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -3.4% | +3.8% | +1.2% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | +1.6% | +7.2% | -5.6% | -0.3% |
| 6M | +2.1% | -3.1% | +5.1% | +2.5% |
| YTD | -15.8% | -2.7% | -13.1% | -15.9% |
| 1Y | -12.6% | -10.2% | -2.4% | -10.9% |
| 3Y | +48.2% | +20.3% | +28.0% | +37.5% |
| 5Y | +40.0% | +19.9% | +20.0% | +27.8% |
| All | +394.9% | +66.7% | +328.2% | +317.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling