-10.8%
TTWO vs USAR
+27.9%
-38.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | -8.8% | -2.1% | -6.7% | -8.7% |
| 30D | -8.6% | +2.6% | -11.2% | -8.7% |
| 3M | -0.9% | -35.0% | +34.1% | +0.3% |
| 6M | -0.5% | -6.9% | +6.4% | -1.4% |
| YTD | -16.1% | +48.0% | -64.1% | -17.0% |
| 1Y | -10.8% | +24.8% | -35.6% | -9.6% |
| All | -10.8% | +27.9% | -38.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling