+3,436.5%
UNP vs TTWO
+5,658.7%
-2,222.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | -2.1% | -16.7% | +14.6% | -0.1% |
| 3M | +5.4% | -0.4% | +5.9% | +5.2% |
| 6M | +13.4% | -1.6% | +15.0% | +13.1% |
| YTD | +25.0% | -17.5% | +42.5% | +27.0% |
| 1Y | +34.6% | -14.8% | +49.4% | +36.1% |
| 3Y | +43.6% | +47.9% | -4.3% | +34.9% |
| 5Y | +51.7% | +34.5% | +17.3% | +42.0% |
| 10Y | +282.5% | +394.0% | -111.5% | +201.2% |
| All | +3,436.5% | +5,658.7% | -2,222.3% | +1,957.5% |
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