+48.2%
TTWO vs USHY
+27.0%
+21.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -0.7% | +1.0% | +1.5% |
| 30D | -11.3% | -0.7% | -10.7% | -10.4% |
| 3M | +1.6% | +0.1% | +1.5% | +1.5% |
| 6M | +2.1% | +1.8% | +0.3% | -1.1% |
| YTD | -15.8% | +1.8% | -17.6% | -18.4% |
| 1Y | -12.6% | +3.3% | -15.9% | -17.4% |
| 3Y | +48.2% | +27.0% | +21.2% | +0.2% |
| All | +48.2% | +27.0% | +21.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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