+40.9%
TTWO vs VIAV
+139.8%
-98.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.0% |
| 7D | +0.4% | +11.2% | -10.8% | -0.7% |
| 30D | -11.3% | -10.1% | -1.2% | -10.7% |
| 3M | +1.6% | -22.9% | +24.5% | +3.4% |
| 6M | +2.1% | +28.8% | -26.7% | -6.2% |
| YTD | -15.8% | +117.5% | -133.3% | -31.0% |
| 1Y | -12.6% | +216.1% | -228.7% | -34.7% |
| 3Y | +48.2% | +292.2% | -244.0% | +2.4% |
| All | +40.9% | +139.8% | -98.9% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling