-66.5%
U vs TTWO
+39.3%
-105.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +5.1% |
| 7D | +5.5% | +0.4% | +5.2% | +5.0% |
| 30D | -1.3% | -11.3% | +10.0% | +9.6% |
| 3M | +64.6% | +1.6% | +63.0% | +58.4% |
| 6M | +119.4% | +2.1% | +117.3% | +108.3% |
| YTD | -0.5% | -15.8% | +15.4% | +16.9% |
| 1Y | +1.3% | -12.6% | +13.9% | +14.5% |
| 3Y | +15.6% | +48.2% | -32.6% | -22.7% |
| All | -66.5% | +39.3% | -105.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling