+394.9%
TTWO vs WU
-39.1%
+434.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -3.5% | +3.8% | +1.1% |
| 30D | -11.3% | -2.9% | -8.4% | -10.8% |
| 3M | +1.6% | -2.3% | +3.9% | +1.1% |
| 6M | +2.1% | -25.4% | +27.4% | +7.8% |
| YTD | -15.8% | -21.2% | +5.4% | -12.4% |
| 1Y | -12.6% | -8.9% | -3.7% | -12.6% |
| 3Y | +48.2% | -29.0% | +77.2% | +54.7% |
| 5Y | +40.0% | -50.7% | +90.7% | +59.2% |
| All | +394.9% | -39.1% | +434.0% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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