+89.2%
USB vs TTWO
+325.8%
-236.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.0% |
| 7D | +0.8% | +8.0% | -7.2% | -0.3% |
| 30D | +6.8% | -2.8% | +9.6% | +7.1% |
| 3M | -3.8% | -15.9% | +12.1% | -1.9% |
| 6M | +11.7% | -5.9% | +17.7% | +12.2% |
| YTD | +17.5% | -19.0% | +36.5% | +19.9% |
| 1Y | +33.8% | -10.6% | +44.4% | +34.7% |
| 3Y | +104.2% | +41.7% | +62.5% | +93.2% |
| 5Y | +26.4% | +11.0% | +15.4% | +19.9% |
| 10Y | +89.2% | +323.3% | -234.1% | +47.9% |
| All | +89.2% | +325.8% | -236.6% | +47.9% |
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 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