+2,069.7%
TTWO vs UMC
+283.0%
+1,786.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.3% |
| 7D | +1.3% | +11.4% | -10.1% | -1.3% |
| 30D | -13.4% | +16.8% | -30.2% | -16.8% |
| 3M | +3.1% | +19.1% | -16.0% | -3.6% |
| 6M | +3.8% | +137.4% | -133.7% | -19.1% |
| YTD | -15.3% | +186.4% | -201.6% | -37.7% |
| 1Y | -11.1% | +229.1% | -240.2% | -37.1% |
| 3Y | +52.0% | +257.9% | -205.9% | +3.1% |
| 5Y | +40.9% | +137.5% | -96.6% | +3.1% |
| 10Y | +407.6% | +1,808.2% | -1,400.5% | +97.9% |
| All | +2,069.7% | +283.0% | +1,786.7% | +738.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling