+24.5%
USB vs TTWO
+22.3%
+2.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +1.2% | +6.4% | -5.2% | +0.1% |
| 30D | +6.3% | +13.3% | -7.0% | +3.9% |
| 3M | -6.1% | -6.6% | +0.5% | -5.3% |
| 6M | +13.0% | +0.4% | +12.6% | +12.3% |
| YTD | +16.6% | -11.4% | +27.9% | +18.1% |
| 1Y | +31.1% | -5.6% | +36.7% | +31.2% |
| 3Y | +100.9% | +53.5% | +47.4% | +81.4% |
| 5Y | +24.5% | +20.8% | +3.7% | +5.5% |
| All | +24.5% | +22.3% | +2.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling