+40.9%
TTWO vs VNQ
+7.0%
+33.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +0.4% | -1.3% | +1.6% | +1.0% |
| 30D | -11.3% | -2.6% | -8.7% | -10.2% |
| 3M | +1.6% | -2.0% | +3.6% | +2.4% |
| 6M | +2.1% | +4.3% | -2.3% | -0.6% |
| YTD | -15.8% | +9.2% | -25.1% | -20.1% |
| 1Y | -12.6% | +5.6% | -18.2% | -15.7% |
| 3Y | +48.2% | +30.8% | +17.4% | +24.8% |
| All | +40.9% | +7.0% | +33.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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