+394.9%
TTWO vs URA
+346.2%
+48.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | +0.4% | -5.5% | +5.9% | +1.5% |
| 30D | -11.3% | -3.7% | -7.6% | -10.9% |
| 3M | +1.6% | -2.9% | +4.5% | +1.6% |
| 6M | +2.1% | -15.2% | +17.3% | +4.2% |
| YTD | -15.8% | +1.9% | -17.7% | -18.1% |
| 1Y | -12.6% | +6.9% | -19.5% | -16.9% |
| 3Y | +48.2% | +99.6% | -51.4% | +17.5% |
| 5Y | +40.0% | +101.2% | -61.2% | +6.9% |
| All | +394.9% | +346.2% | +48.7% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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