+394.9%
TTWO vs VIG
+250.0%
+144.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | +0.4% | -1.1% | +1.4% | +1.2% |
| 30D | -11.3% | -2.7% | -8.6% | -9.3% |
| 3M | +1.6% | +2.5% | -0.9% | -0.5% |
| 6M | +2.1% | +9.2% | -7.2% | -5.3% |
| YTD | -15.8% | +9.8% | -25.7% | -22.2% |
| 1Y | -12.6% | +12.4% | -25.0% | -20.8% |
| 3Y | +48.2% | +55.9% | -7.7% | +1.5% |
| 5Y | +40.0% | +63.9% | -24.0% | -8.1% |
| All | +394.9% | +250.0% | +144.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling