-17.2%
TTWO vs VIAV
+72.0%
-89.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.4% | +7.0% |
| 7D | +7.0% | -14.7% | +21.7% | +6.0% |
| 30D | +2.7% | -37.4% | +40.0% | +0.1% |
| 3M | -13.0% | -27.1% | +14.1% | -14.1% |
| 6M | -7.2% | -44.0% | +36.8% | -8.8% |
| YTD | -18.4% | +64.9% | -83.3% | -23.0% |
| 1Y | -17.2% | +75.3% | -92.5% | -22.5% |
| All | -17.2% | +72.0% | -89.3% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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