-17.2%
TTWO vs UMC
+112.5%
-129.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +7.2% |
| 7D | +7.0% | -14.7% | +21.6% | +7.3% |
| 30D | +2.7% | -32.9% | +35.5% | +3.3% |
| 3M | -13.0% | -22.2% | +9.1% | -12.8% |
| 6M | -7.2% | +25.9% | -33.1% | -10.8% |
| YTD | -18.4% | +107.9% | -126.3% | -23.5% |
| 1Y | -17.2% | +115.0% | -132.3% | -22.5% |
| All | -17.2% | +112.5% | -129.8% | -22.5% |
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