+217.2%
UPS vs TTWO
+2,747.0%
-2,529.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | -3.7% | -2.3% | -1.4% | -3.4% |
| 30D | -3.7% | -16.7% | +13.0% | -1.8% |
| 3M | -6.6% | -0.4% | -6.1% | -6.7% |
| 6M | +2.6% | -1.6% | +4.2% | +2.3% |
| YTD | +4.8% | -17.5% | +22.3% | +6.5% |
| 1Y | +25.3% | -14.8% | +40.1% | +26.7% |
| 3Y | -26.9% | +47.9% | -74.7% | -31.2% |
| 5Y | -33.5% | +34.5% | -68.0% | -37.6% |
| 10Y | +36.1% | +394.0% | -357.9% | +9.0% |
| All | +217.2% | +2,747.0% | -2,529.8% | +75.9% |
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