-10.8%
TTWO vs UMC
+209.4%
-220.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.1% |
| 7D | -8.8% | +5.0% | -13.7% | -8.9% |
| 30D | -8.6% | +7.7% | -16.3% | -8.9% |
| 3M | -0.9% | +1.7% | -2.6% | -1.7% |
| 6M | -0.5% | +113.9% | -114.4% | -7.5% |
| YTD | -16.1% | +168.9% | -185.0% | -23.8% |
| 1Y | -10.8% | +207.2% | -218.0% | -21.6% |
| All | -10.8% | +209.4% | -220.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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