+40.9%
TTWO vs URA
+121.8%
-80.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.7% | +3.6% |
| 7D | +1.3% | -1.5% | +2.9% | +1.6% |
| 30D | -13.4% | -0.4% | -13.0% | -13.6% |
| 3M | +3.1% | +6.3% | -3.2% | +1.1% |
| 6M | +3.8% | -14.0% | +17.7% | +5.6% |
| YTD | -15.3% | +5.3% | -20.6% | -18.1% |
| 1Y | -11.1% | +11.7% | -22.8% | -16.4% |
| 3Y | +52.0% | +109.8% | -57.8% | +17.6% |
| 5Y | +40.9% | +108.0% | -67.0% | +6.0% |
| All | +40.9% | +121.8% | -80.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling