+1,933.4%
TTWO vs VIVK
-100.0%
+2,033.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.3% | +2.8% |
| 7D | +1.3% | -9.5% | +10.8% | +1.3% |
| 30D | -13.4% | -35.1% | +21.7% | -13.4% |
| 3M | +3.1% | -93.4% | +96.4% | +2.9% |
| 6M | +3.8% | -98.0% | +101.7% | +3.6% |
| YTD | -15.3% | -97.9% | +82.6% | -15.4% |
| 1Y | -11.1% | -100.0% | +88.9% | -11.5% |
| 3Y | +52.0% | -100.0% | +151.9% | +51.4% |
| 5Y | +40.9% | -100.0% | +140.9% | +40.4% |
| 10Y | +407.6% | -100.0% | +507.6% | +411.9% |
| All | +1,933.4% | -100.0% | +2,033.4% | +2,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling