+394.0%
TTWO vs VT
+222.7%
+171.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -16.7% | -0.7% | -16.1% | -16.3% |
| 3M | -0.4% | +4.0% | -4.4% | -3.8% |
| 6M | -1.6% | +12.3% | -13.9% | -11.3% |
| YTD | -17.5% | +14.0% | -31.6% | -26.6% |
| 1Y | -14.8% | +20.3% | -35.1% | -27.6% |
| 3Y | +47.9% | +75.4% | -27.6% | -9.9% |
| 5Y | +34.5% | +66.0% | -31.5% | -14.3% |
| 10Y | +394.0% | +228.2% | +165.8% | +65.6% |
| All | +394.0% | +222.7% | +171.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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