+40.9%
TTWO vs VIVK
-100.0%
+140.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.6% |
| 7D | +0.4% | -4.4% | +4.7% | +0.4% |
| 30D | -11.3% | -40.8% | +29.5% | -11.1% |
| 3M | +1.6% | -94.1% | +95.7% | +3.2% |
| 6M | +2.1% | -98.2% | +100.3% | +4.3% |
| YTD | -15.8% | -98.0% | +82.2% | -14.2% |
| 1Y | -12.6% | -100.0% | +87.4% | -9.1% |
| 3Y | +48.2% | -100.0% | +148.2% | +52.3% |
| All | +40.9% | -100.0% | +140.9% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling