+40.9%
TTWO vs VRSK
-11.8%
+52.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -5.2% | +5.5% | +1.8% |
| 30D | -11.3% | -2.3% | -9.0% | -11.0% |
| 3M | +1.6% | -2.9% | +4.5% | +1.7% |
| 6M | +2.1% | -12.8% | +14.9% | +5.4% |
| YTD | -15.8% | -20.8% | +5.0% | -10.4% |
| 1Y | -12.6% | -33.2% | +20.6% | -1.4% |
| 3Y | +48.2% | -26.6% | +74.8% | +57.3% |
| All | +40.9% | -11.8% | +52.7% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling