+45.2%
TTWO vs URA
+116.4%
-71.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -2.3% | +5.7% | -8.0% | -3.2% |
| 30D | -16.7% | +5.6% | -22.3% | -17.6% |
| 3M | -0.4% | +6.2% | -6.6% | -1.9% |
| 6M | -1.6% | -8.2% | +6.6% | -1.3% |
| YTD | -17.5% | +9.7% | -27.2% | -20.2% |
| 1Y | -14.8% | +17.0% | -31.8% | -19.8% |
| All | +45.2% | +116.4% | -71.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling