+1,767.7%
TTWO vs VCIT
+98.1%
+1,669.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -13.5% | -0.8% | -12.7% | -13.1% |
| 3M | +0.3% | -0.5% | +0.9% | +0.6% |
| 6M | +0.8% | -1.4% | +2.2% | +1.6% |
| YTD | -16.7% | -0.8% | -15.9% | -16.4% |
| 1Y | -14.3% | +0.3% | -14.6% | -14.4% |
| 3Y | +49.4% | +19.2% | +30.2% | +36.0% |
| 5Y | +33.8% | +3.6% | +30.2% | +27.4% |
| 10Y | +392.8% | +29.3% | +363.5% | +364.5% |
| All | +1,767.7% | +98.1% | +1,669.6% | +1,848.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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