+46.7%
TTWO vs URI
+122.2%
-75.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | -13.5% | -12.5% | -0.9% | -12.3% |
| 3M | +0.3% | -6.2% | +6.5% | +0.7% |
| 6M | +0.8% | +25.9% | -25.0% | -2.9% |
| YTD | -16.7% | +26.2% | -42.9% | -20.3% |
| 1Y | -14.3% | +5.5% | -19.8% | -15.2% |
| All | +46.7% | +122.2% | -75.5% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling