-12.6%
TTWO vs UMC
+238.8%
-251.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.8% |
| 7D | +0.4% | +9.0% | -8.6% | +0.1% |
| 30D | -11.3% | +17.2% | -28.6% | -11.8% |
| 3M | +1.6% | +11.4% | -9.8% | +0.6% |
| 6M | +2.1% | +137.5% | -135.4% | -5.3% |
| YTD | -15.8% | +193.1% | -209.0% | -23.4% |
| 1Y | -12.6% | +240.3% | -252.9% | -21.3% |
| All | -12.6% | +238.8% | -251.4% | -21.3% |
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 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