+1,828.9%
TTWO vs URA
-31.1%
+1,860.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -8.8% | +1.1% | -9.9% | -9.1% |
| 30D | -8.6% | +7.4% | -16.0% | -10.5% |
| 3M | -0.9% | -8.4% | +7.5% | +0.5% |
| 6M | -0.5% | -12.7% | +12.2% | +1.1% |
| YTD | -16.1% | +7.8% | -23.9% | -19.9% |
| 1Y | -10.8% | +19.5% | -30.2% | -18.3% |
| 3Y | +51.4% | +116.4% | -65.1% | +13.7% |
| 5Y | +33.7% | +134.3% | -100.6% | -6.1% |
| 10Y | +380.3% | +359.3% | +21.0% | +154.3% |
| All | +1,828.9% | -31.1% | +1,860.0% | +1,633.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling