+1,748.9%
TTWO vs VCLT
+102.9%
+1,645.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -16.7% | +0.1% | -16.8% | -16.8% |
| 3M | -0.4% | -2.9% | +2.5% | +0.2% |
| 6M | -1.6% | -4.0% | +2.3% | -0.8% |
| YTD | -17.5% | -2.2% | -15.3% | -17.2% |
| 1Y | -14.8% | -2.6% | -12.2% | -14.4% |
| 3Y | +47.9% | +12.3% | +35.6% | +44.2% |
| 5Y | +34.5% | -16.4% | +50.8% | +34.5% |
| 10Y | +394.0% | +18.1% | +375.9% | +412.3% |
| All | +1,748.9% | +102.9% | +1,645.9% | +2,554.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling