+18.4%
U vs TTWO
-18.4%
+36.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | -1.3% |
| 7D | +7.5% | +7.0% | +0.5% | +1.3% |
| 30D | -7.0% | +2.7% | -9.7% | -9.4% |
| 3M | +20.6% | -13.0% | +33.6% | +35.1% |
| 6M | +53.2% | -7.2% | +60.4% | +54.8% |
| YTD | -3.9% | -18.4% | +14.5% | +14.4% |
| 1Y | +18.4% | -17.2% | +35.6% | +40.0% |
| All | +18.4% | -18.4% | +36.8% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling