+1,053.3%
USB vs TTWO
+6,089.9%
-5,036.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +1.2% | +6.4% | -5.2% | +0.4% |
| 30D | +6.3% | +13.3% | -7.0% | +4.6% |
| 3M | -6.1% | -6.6% | +0.5% | -5.6% |
| 6M | +13.0% | +0.4% | +12.6% | +12.5% |
| YTD | +16.6% | -11.4% | +27.9% | +17.5% |
| 1Y | +31.1% | -5.6% | +36.7% | +31.1% |
| 3Y | +100.9% | +53.5% | +47.4% | +88.8% |
| 5Y | +24.5% | +20.8% | +3.7% | +18.6% |
| 10Y | +82.9% | +373.3% | -290.4% | +43.7% |
| All | +1,053.3% | +6,089.9% | -5,036.7% | +598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling