+40.9%
TTWO vs VMC
+47.0%
-6.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | +0.4% | -3.8% | +4.1% | +1.6% |
| 30D | -11.3% | -9.7% | -1.6% | -8.4% |
| 3M | +1.6% | -9.6% | +11.2% | +4.7% |
| 6M | +2.1% | -4.8% | +6.9% | +2.8% |
| YTD | -15.8% | -10.9% | -5.0% | -14.0% |
| 1Y | -12.6% | -15.6% | +3.0% | -9.0% |
| 3Y | +48.2% | +19.3% | +28.9% | +31.3% |
| All | +40.9% | +47.0% | -6.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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