+5,291.1%
TTWO vs VMC
+1,770.1%
+3,521.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | +0.1% |
| 7D | -2.3% | -5.3% | +3.0% | -0.5% |
| 30D | -16.7% | -12.3% | -4.5% | -13.1% |
| 3M | -0.4% | -10.3% | +9.8% | +2.9% |
| 6M | -1.6% | -8.6% | +6.9% | +0.6% |
| YTD | -17.5% | -11.9% | -5.7% | -15.1% |
| 1Y | -14.8% | -13.9% | -0.9% | -11.8% |
| 3Y | +47.9% | +18.2% | +29.7% | +35.5% |
| 5Y | +34.5% | +47.7% | -13.3% | +12.8% |
| 10Y | +394.0% | +152.5% | +241.5% | +213.5% |
| All | +5,291.1% | +1,770.1% | +3,521.1% | +1,838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling