+277.6%
UNP vs TTWO
+406.5%
-128.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -2.7% | -11.3% | +8.6% | -1.1% |
| 3M | +6.5% | +1.6% | +4.9% | +5.8% |
| 6M | +14.4% | +2.1% | +12.3% | +13.3% |
| YTD | +24.8% | -15.8% | +40.6% | +27.2% |
| 1Y | +34.4% | -12.6% | +47.0% | +35.8% |
| 3Y | +43.6% | +48.2% | -4.6% | +30.7% |
| 5Y | +53.2% | +40.0% | +13.2% | +37.6% |
| All | +277.6% | +406.5% | -128.9% | +192.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling