+40.9%
TTWO vs VICR
+57.6%
-16.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -1.6% |
| 7D | +0.4% | +5.0% | -4.6% | -0.1% |
| 30D | -11.3% | -12.5% | +1.1% | -10.6% |
| 3M | +1.6% | -33.6% | +35.2% | +4.0% |
| 6M | +2.1% | +10.7% | -8.6% | -2.6% |
| YTD | -15.8% | +80.6% | -96.4% | -24.2% |
| 1Y | -12.6% | +288.4% | -301.0% | -28.5% |
| 3Y | +48.2% | +213.8% | -165.6% | +18.9% |
| All | +40.9% | +57.6% | -16.8% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling