+1,022.3%
TTWO vs VGT
+2,251.7%
-1,229.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.6% |
| 7D | +1.3% | -1.0% | +2.4% | +2.2% |
| 30D | -13.4% | -0.4% | -12.9% | -13.3% |
| 3M | +3.1% | +6.6% | -3.5% | -3.7% |
| 6M | +3.8% | +31.0% | -27.3% | -19.3% |
| YTD | -15.3% | +27.2% | -42.5% | -32.4% |
| 1Y | -11.1% | +34.5% | -45.6% | -32.8% |
| 3Y | +52.0% | +123.1% | -71.2% | -29.8% |
| 5Y | +40.9% | +135.1% | -94.2% | -40.2% |
| 10Y | +407.6% | +803.4% | -395.7% | -46.1% |
| All | +1,022.3% | +2,251.7% | -1,229.4% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling