+390.0%
TTWO vs URI
+1,173.3%
-783.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +6.0% | +6.7% | -0.7% | +4.8% |
| 30D | +13.2% | +8.9% | +4.4% | +11.2% |
| 3M | -5.8% | +0.5% | -6.4% | -6.4% |
| 6M | +0.4% | +20.7% | -20.3% | -3.9% |
| YTD | -11.0% | +40.0% | -51.1% | -18.3% |
| 1Y | -4.1% | +34.4% | -38.5% | -11.3% |
| 3Y | +51.8% | +149.5% | -97.7% | +20.8% |
| 5Y | +21.3% | +205.6% | -184.3% | -9.7% |
| All | +390.0% | +1,173.3% | -783.3% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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