+36.5%
USB vs TTWO
-18.4%
+54.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.2% |
| 7D | +2.4% | +7.0% | -4.6% | +1.7% |
| 30D | +6.6% | +2.7% | +3.9% | +6.2% |
| 3M | -4.1% | -13.0% | +8.9% | -3.2% |
| 6M | +12.5% | -7.2% | +19.7% | +13.0% |
| YTD | +17.6% | -18.4% | +36.0% | +17.7% |
| 1Y | +36.5% | -17.2% | +53.7% | +36.6% |
| All | +36.5% | -18.4% | +54.9% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling