+394.9%
TTWO vs VCLT
+17.1%
+377.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -1.4% | +1.7% | +1.0% |
| 30D | -11.3% | -1.2% | -10.2% | -10.9% |
| 3M | +1.6% | -4.8% | +6.4% | +3.9% |
| 6M | +2.1% | -2.6% | +4.6% | +3.2% |
| YTD | -15.8% | -3.3% | -12.5% | -14.6% |
| 1Y | -12.6% | -4.8% | -7.8% | -10.7% |
| 3Y | +48.2% | +11.5% | +36.7% | +39.8% |
| 5Y | +40.0% | -17.0% | +56.9% | +50.1% |
| All | +394.9% | +17.1% | +377.8% | +374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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