+394.9%
TTWO vs UMC
+1,863.6%
-1,468.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.1% |
| 7D | +0.4% | +9.0% | -8.6% | -1.1% |
| 30D | -11.3% | +17.2% | -28.6% | -13.8% |
| 3M | +1.6% | +11.4% | -9.8% | -1.9% |
| 6M | +2.1% | +137.5% | -135.4% | -15.5% |
| YTD | -15.8% | +193.1% | -209.0% | -33.8% |
| 1Y | -12.6% | +240.3% | -252.9% | -33.5% |
| 3Y | +48.2% | +262.2% | -214.0% | +9.4% |
| 5Y | +40.0% | +143.1% | -103.2% | +8.1% |
| All | +394.9% | +1,863.6% | -1,468.7% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling