-16.3%
TTWO vs VRSK
-2.2%
-14.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.7% | +1.0% |
| 7D | +10.3% | +10.9% | -0.6% | +8.4% |
| 30D | +5.3% | +28.0% | -22.7% | +1.2% |
| 3M | -9.2% | +12.3% | -21.5% | -11.3% |
| 6M | -4.4% | +17.8% | -22.2% | -6.8% |
| YTD | -16.7% | -4.7% | -12.0% | -14.7% |
| 1Y | -16.3% | -0.2% | -16.0% | -14.2% |
| All | -16.3% | -2.2% | -14.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling