+54.0%
UNP vs TTWO
+39.3%
+14.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | -2.7% | -11.3% | +8.6% | -1.7% |
| 3M | +6.5% | +1.6% | +4.9% | +6.0% |
| 6M | +14.4% | +2.1% | +12.3% | +13.6% |
| YTD | +24.8% | -15.8% | +40.6% | +26.5% |
| 1Y | +34.4% | -12.6% | +47.0% | +35.4% |
| 3Y | +43.6% | +48.2% | -4.6% | +33.3% |
| All | +54.0% | +39.3% | +14.6% | +32.4% |
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 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