-17.2%
TTWO vs USAR
-49.3%
+32.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.9% | +13.0% | +7.4% |
| 7D | +7.0% | -21.8% | +28.7% | +8.0% |
| 30D | +2.7% | -39.9% | +42.6% | +4.8% |
| 3M | -13.0% | -52.5% | +39.5% | -10.5% |
| 6M | -7.2% | -67.9% | +60.7% | -3.5% |
| YTD | -18.4% | -31.1% | +12.7% | -15.7% |
| 1Y | -17.2% | -49.8% | +32.6% | -14.9% |
| All | -17.2% | -49.3% | +32.0% | -14.9% |
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