-37.5%
U vs TTWO
+32.5%
-69.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.2% |
| 7D | +4.5% | -1.6% | +6.0% | +5.9% |
| 30D | -0.6% | -13.5% | +12.9% | +12.3% |
| 3M | +48.4% | +0.3% | +48.1% | +45.0% |
| 6M | +115.4% | +0.8% | +114.5% | +107.8% |
| YTD | -3.2% | -16.7% | +13.5% | +14.3% |
| 1Y | -6.0% | -14.3% | +8.2% | +7.9% |
| 3Y | +13.5% | +49.4% | -35.9% | -22.5% |
| 5Y | -68.0% | +33.8% | -101.8% | -77.0% |
| All | -37.5% | +32.5% | -69.9% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling