+5,346.0%
TTWO vs VFC
+269.0%
+5,077.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -13.5% | -11.9% | -1.5% | -10.9% |
| 3M | +0.3% | -20.2% | +20.5% | +4.8% |
| 6M | +0.8% | -23.0% | +23.8% | +5.5% |
| YTD | -16.7% | -26.2% | +9.5% | -12.2% |
| 1Y | -14.3% | -13.3% | -0.9% | -14.1% |
| 3Y | +49.4% | -25.5% | +74.9% | +36.9% |
| 5Y | +33.8% | -78.1% | +111.9% | +71.2% |
| 10Y | +392.8% | -68.8% | +461.6% | +402.7% |
| All | +5,346.0% | +269.0% | +5,077.0% | +2,225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling