+105.8%
TTWO vs USHY
+49.7%
+56.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +3.4% |
| 7D | +1.3% | -0.7% | +2.1% | +2.3% |
| 30D | -13.4% | -0.5% | -12.8% | -12.8% |
| 3M | +3.1% | +0.5% | +2.6% | +2.4% |
| 6M | +3.8% | +1.5% | +2.3% | +1.7% |
| YTD | -15.3% | +1.7% | -17.0% | -17.2% |
| 1Y | -11.1% | +3.5% | -14.6% | -15.1% |
| 3Y | +52.0% | +27.2% | +24.8% | +11.8% |
| 5Y | +40.9% | +21.0% | +20.0% | +10.6% |
| All | +105.8% | +49.7% | +56.1% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling