+91.7%
USB vs TTWO
+338.2%
-246.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | 0.0% | +13.0% | -13.0% | -1.6% |
| 30D | +5.8% | +5.3% | +0.5% | +5.1% |
| 3M | -6.0% | -7.6% | +1.6% | -5.2% |
| 6M | +7.8% | -3.2% | +11.0% | +7.8% |
| YTD | +14.6% | -16.1% | +30.7% | +16.4% |
| 1Y | +31.8% | -14.9% | +46.6% | +33.5% |
| 3Y | +91.5% | +59.9% | +31.6% | +78.6% |
| 5Y | +22.0% | +14.8% | +7.3% | +15.3% |
| All | +91.7% | +338.2% | -246.4% | +50.2% |
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