+27.0%
TTWO vs VSXY
+33.4%
-6.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.8% | +3.0% |
| 7D | +1.3% | -0.3% | +1.7% | +1.3% |
| 30D | -13.4% | -22.1% | +8.7% | -12.0% |
| 3M | +3.1% | -1.1% | +4.2% | +3.0% |
| 6M | +3.8% | +53.8% | -50.1% | -0.7% |
| YTD | -15.3% | +35.5% | -50.7% | -18.3% |
| 1Y | -11.1% | +186.0% | -197.1% | -19.8% |
| 3Y | +52.0% | +343.2% | -291.2% | +24.7% |
| 5Y | +40.9% | +19.0% | +21.9% | +26.2% |
| All | +27.0% | +33.4% | -6.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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