+40.9%
TTWO vs VGT
+136.3%
-95.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | -11.3% | -0.4% | -10.9% | -11.3% |
| 3M | +1.6% | +4.4% | -2.8% | -1.4% |
| 6M | +2.1% | +32.1% | -30.0% | -13.6% |
| YTD | -15.8% | +28.8% | -44.6% | -27.7% |
| 1Y | -12.6% | +35.3% | -47.9% | -27.2% |
| 3Y | +48.2% | +124.8% | -76.5% | -11.7% |
| All | +40.9% | +136.3% | -95.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling