+40.9%
TTWO vs WU
-51.3%
+92.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -3.5% | +3.8% | +0.9% |
| 30D | -11.3% | -2.9% | -8.4% | -11.0% |
| 3M | +1.6% | -2.3% | +3.9% | +1.3% |
| 6M | +2.1% | -25.4% | +27.4% | +6.1% |
| YTD | -15.8% | -21.2% | +5.4% | -13.4% |
| 1Y | -12.6% | -8.9% | -3.7% | -12.7% |
| 3Y | +48.2% | -29.0% | +77.2% | +52.6% |
| All | +40.9% | -51.3% | +92.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling