+51.0%
TTWO vs VIK
+225.1%
-174.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -11.3% | -18.4% | +7.1% | -7.9% |
| 3M | +1.6% | -8.8% | +10.4% | +3.0% |
| 6M | +2.1% | +17.1% | -15.1% | -2.7% |
| YTD | -15.8% | +19.0% | -34.9% | -20.1% |
| 1Y | -12.6% | +30.1% | -42.7% | -18.9% |
| All | +51.0% | +225.1% | -174.1% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling