+1,166.7%
TTWO vs VIG
+614.0%
+552.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -2.3% | -1.2% | -1.1% | -1.1% |
| 30D | -16.7% | -2.8% | -13.9% | -14.3% |
| 3M | -0.4% | +2.5% | -2.9% | -2.9% |
| 6M | -1.6% | +8.1% | -9.7% | -9.4% |
| YTD | -17.5% | +9.6% | -27.1% | -25.1% |
| 1Y | -14.8% | +14.2% | -29.0% | -25.9% |
| 3Y | +47.9% | +56.1% | -8.2% | -8.0% |
| 5Y | +34.5% | +62.8% | -28.4% | -20.3% |
| 10Y | +394.0% | +248.2% | +145.8% | +19.6% |
| All | +1,166.7% | +614.0% | +552.6% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling