+5,843.5%
TTWO vs URI
+7,970.4%
-2,126.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | +6.0% | +6.7% | -0.7% | +4.4% |
| 30D | +13.2% | +8.9% | +4.4% | +10.7% |
| 3M | -5.8% | +0.5% | -6.4% | -6.5% |
| 6M | +0.4% | +20.7% | -20.3% | -4.8% |
| YTD | -11.0% | +40.0% | -51.1% | -19.8% |
| 1Y | -4.1% | +34.4% | -38.5% | -12.8% |
| 3Y | +51.8% | +149.5% | -97.7% | +17.1% |
| 5Y | +21.3% | +205.6% | -184.3% | -12.7% |
| 10Y | +375.1% | +1,183.1% | -808.0% | +123.3% |
| All | +5,843.5% | +7,970.4% | -2,126.9% | +1,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling