+83.6%
USB vs TTWO
+381.5%
-297.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.5% |
| 7D | -0.5% | +10.7% | -11.3% | -1.9% |
| 30D | +5.7% | +10.8% | -5.1% | +4.2% |
| 3M | -4.7% | -7.7% | +3.0% | -3.9% |
| 6M | +13.4% | +4.4% | +9.0% | +12.3% |
| YTD | +17.0% | -9.7% | +26.7% | +17.7% |
| 1Y | +32.4% | -3.9% | +36.3% | +32.1% |
| 3Y | +101.7% | +56.4% | +45.3% | +88.2% |
| 5Y | +24.4% | +24.6% | -0.1% | +16.3% |
| 10Y | +83.6% | +382.4% | -298.8% | +37.0% |
| All | +83.6% | +381.5% | -297.9% | +37.0% |
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