-17.2%
TTWO vs VGT
+18.8%
-36.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.1% |
| 7D | +7.0% | -6.5% | +13.5% | +8.8% |
| 30D | +2.7% | -10.6% | +13.2% | +5.6% |
| 3M | -13.0% | -3.7% | -9.3% | -12.5% |
| 6M | -7.2% | +10.4% | -17.6% | -13.9% |
| YTD | -18.4% | +23.1% | -41.5% | -29.0% |
| 1Y | -17.2% | +19.9% | -37.1% | -27.6% |
| All | -17.2% | +18.8% | -36.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 1y: compounded portfolio wealth divided by compounded VGT 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…
1y analysis · Full analysis span regression · 6 months rolling