+49.2%
TTWO vs USAR
+57.7%
-8.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.7% | +2.8% |
| 7D | +1.3% | -9.3% | +10.6% | +1.4% |
| 30D | -13.4% | -15.2% | +1.8% | -13.3% |
| 3M | +3.1% | -21.1% | +24.2% | +3.1% |
| 6M | +3.8% | -21.6% | +25.3% | +3.7% |
| YTD | -15.3% | +34.8% | -50.0% | -14.7% |
| 1Y | -11.1% | +15.6% | -26.7% | -10.1% |
| All | +49.2% | +57.7% | -8.5% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling