+992.2%
TTWO vs VO
+814.4%
+177.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | -2.3% | -0.6% | -1.7% | -1.8% |
| 30D | -16.7% | -1.9% | -14.8% | -15.3% |
| 3M | -0.4% | +3.3% | -3.7% | -3.4% |
| 6M | -1.6% | +9.7% | -11.3% | -9.9% |
| YTD | -17.5% | +12.6% | -30.1% | -26.2% |
| 1Y | -14.8% | +13.6% | -28.5% | -24.6% |
| 3Y | +47.9% | +56.8% | -8.9% | -3.5% |
| 5Y | +34.5% | +42.3% | -7.8% | -4.8% |
| 10Y | +394.0% | +199.2% | +194.8% | +64.4% |
| All | +992.2% | +814.4% | +177.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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