+394.9%
TTWO vs URI
+1,233.9%
-839.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -2.1% | +2.4% | +0.7% |
| 30D | -11.3% | -12.4% | +1.1% | -9.4% |
| 3M | +1.6% | -7.3% | +8.9% | +2.5% |
| 6M | +2.1% | +27.2% | -25.1% | -3.7% |
| YTD | -15.8% | +23.0% | -38.8% | -20.6% |
| 1Y | -12.6% | +3.9% | -16.5% | -14.9% |
| 3Y | +48.2% | +121.6% | -73.4% | +21.4% |
| 5Y | +40.0% | +201.1% | -161.1% | +5.6% |
| All | +394.9% | +1,233.9% | -839.0% | +175.0% |
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