+394.9%
TTWO vs VFC
-69.1%
+464.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.5% |
| 30D | -11.3% | -9.0% | -2.4% | -10.3% |
| 3M | +1.6% | -24.2% | +25.8% | +4.6% |
| 6M | +2.1% | -18.5% | +20.6% | +3.8% |
| YTD | -15.8% | -25.9% | +10.0% | -13.5% |
| 1Y | -12.6% | -13.0% | +0.4% | -12.4% |
| 3Y | +48.2% | -20.3% | +68.5% | +41.2% |
| 5Y | +40.0% | -78.1% | +118.0% | +63.3% |
| All | +394.9% | -69.1% | +464.0% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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