+41.1%
TTWO vs USAR
+53.8%
-12.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.7% |
| 7D | +0.4% | -11.6% | +12.0% | +0.4% |
| 30D | -11.3% | -15.5% | +4.2% | -11.3% |
| 3M | +1.6% | -31.0% | +32.6% | +1.7% |
| 6M | +2.1% | -26.2% | +28.3% | +2.0% |
| YTD | -15.8% | +30.8% | -46.6% | -15.3% |
| 1Y | -12.6% | +7.1% | -19.7% | -11.7% |
| 3Y | +48.2% | +53.0% | -4.8% | +57.6% |
| All | +41.1% | +53.8% | -12.7% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling