+1,823.8%
TTWO vs VRSK
+586.4%
+1,237.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.4% | -5.2% | +5.5% | +2.5% |
| 30D | -11.3% | -2.3% | -9.0% | -10.8% |
| 3M | +1.6% | -2.9% | +4.5% | +1.7% |
| 6M | +2.1% | -12.8% | +14.9% | +6.4% |
| YTD | -15.8% | -20.8% | +5.0% | -8.8% |
| 1Y | -12.6% | -33.2% | +20.6% | +1.7% |
| 3Y | +48.2% | -26.6% | +74.8% | +61.1% |
| 5Y | +40.0% | -11.3% | +51.3% | +36.2% |
| 10Y | +404.1% | +126.1% | +278.0% | +205.5% |
| All | +1,823.8% | +586.4% | +1,237.4% | +616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling