+62.5%
TTWO vs VLTO
+55.4%
+7.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +6.4% | +0.8% | +5.6% | +6.1% |
| 30D | +13.3% | +18.7% | -5.4% | +7.7% |
| 3M | -6.6% | +21.7% | -28.3% | -12.0% |
| 6M | +0.4% | +35.8% | -35.4% | -9.0% |
| YTD | -11.4% | +18.3% | -29.6% | -16.1% |
| 1Y | -5.6% | +20.9% | -26.5% | -11.2% |
| 3Y | +53.5% | +68.8% | -15.4% | +30.9% |
| All | +62.5% | +55.4% | +7.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling