+5,291.1%
TTWO vs VSH
+378.5%
+4,912.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -2.3% | +3.5% | -5.8% | -3.2% |
| 30D | -16.7% | -4.4% | -12.4% | -15.9% |
| 3M | -0.4% | -45.8% | +45.4% | +13.6% |
| 6M | -1.6% | +90.1% | -91.8% | -22.7% |
| YTD | -17.5% | +120.3% | -137.9% | -38.4% |
| 1Y | -14.8% | +112.2% | -127.0% | -36.3% |
| 3Y | +47.9% | +36.6% | +11.3% | +18.4% |
| 5Y | +34.5% | +67.0% | -32.6% | -0.4% |
| 10Y | +394.0% | +179.5% | +214.5% | +192.3% |
| All | +5,291.1% | +378.5% | +4,912.6% | +2,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling