+97.7%
USB vs TTWO
+49.4%
+48.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +2.1% | -1.6% | +3.7% | +2.4% |
| 30D | -2.3% | -13.5% | +11.2% | +0.2% |
| 3M | +13.9% | +0.3% | +13.5% | +13.5% |
| 6M | +21.6% | +0.8% | +20.7% | +20.6% |
| YTD | +19.3% | -16.7% | +36.0% | +23.0% |
| 1Y | +33.6% | -14.3% | +47.8% | +36.4% |
| 3Y | +97.7% | +49.4% | +48.3% | +70.6% |
| All | +97.7% | +49.4% | +48.3% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling