+16.1%
TTWO vs VT
+53.4%
-37.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +13.0% | -2.3% | +15.3% | +15.0% |
| 30D | +5.3% | -5.0% | +10.3% | +9.6% |
| 3M | -7.6% | -4.9% | -2.7% | -4.0% |
| 6M | -3.2% | -1.5% | -1.7% | -2.7% |
| YTD | -16.1% | +8.5% | -24.6% | -22.6% |
| 1Y | -14.9% | +11.4% | -26.2% | -23.3% |
| 3Y | +59.9% | +70.1% | -10.2% | -3.7% |
| All | +16.1% | +53.4% | -37.3% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling