+708.9%
TTWO vs VT
+357.6%
+351.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -5.8% |
| 7D | +8.0% | +0.4% | +7.6% | +7.3% |
| 30D | -2.8% | -2.6% | -0.2% | -0.9% |
| 3M | -15.9% | -3.2% | -12.6% | -13.8% |
| 6M | -5.9% | +0.9% | -6.9% | -7.4% |
| YTD | -19.0% | +11.3% | -30.3% | -27.2% |
| 1Y | -10.6% | +14.0% | -24.6% | -21.4% |
| 3Y | +41.7% | +75.8% | -34.1% | -16.3% |
| 5Y | +11.0% | +57.8% | -46.8% | -27.7% |
| 10Y | +323.3% | +219.8% | +103.5% | +42.6% |
| All | +708.9% | +357.6% | +351.3% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling