+394.9%
TTWO vs VSH
+196.4%
+198.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.8% |
| 7D | +0.4% | +4.8% | -4.4% | -0.6% |
| 30D | -11.3% | -0.7% | -10.6% | -11.4% |
| 3M | +1.6% | -43.1% | +44.7% | +11.2% |
| 6M | +2.1% | +91.8% | -89.7% | -16.8% |
| YTD | -15.8% | +131.6% | -147.5% | -34.9% |
| 1Y | -12.6% | +118.1% | -130.7% | -32.0% |
| 3Y | +48.2% | +40.9% | +7.3% | +24.1% |
| 5Y | +40.0% | +75.8% | -35.8% | +7.3% |
| All | +394.9% | +196.4% | +198.5% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling