-10.8%
TTWO vs VIVK
-100.0%
+89.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.3% |
| 7D | -8.8% | -1.4% | -7.4% | -8.8% |
| 30D | -8.6% | -43.6% | +35.0% | -8.5% |
| 3M | -0.9% | -95.1% | +94.2% | +0.5% |
| 6M | -0.5% | -98.2% | +97.7% | +1.5% |
| YTD | -16.1% | -97.9% | +81.8% | -13.8% |
| 1Y | -10.8% | -100.0% | +89.2% | -9.0% |
| All | -10.8% | -100.0% | +89.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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