-17.2%
TTWO vs VICR
+76.0%
-93.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -11.1% | +18.3% | +7.0% |
| 7D | +7.0% | -26.6% | +33.5% | +6.7% |
| 30D | +2.7% | -47.9% | +50.6% | +2.3% |
| 3M | -13.0% | -29.8% | +16.7% | -13.4% |
| 6M | -7.2% | -36.6% | +29.4% | -8.7% |
| YTD | -18.4% | +45.1% | -63.5% | -27.4% |
| 1Y | -17.2% | +80.0% | -97.3% | -29.2% |
| All | -17.2% | +76.0% | -93.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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