+679.8%
TTWO vs VTEB
+25.5%
+654.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -1.0% |
| 7D | +0.4% | -0.9% | +1.3% | +1.1% |
| 30D | -11.3% | -2.5% | -8.8% | -9.6% |
| 3M | +1.6% | -3.0% | +4.6% | +4.0% |
| 6M | +2.1% | -2.1% | +4.2% | +3.8% |
| YTD | -15.8% | -1.5% | -14.4% | -14.9% |
| 1Y | -12.6% | +0.2% | -12.8% | -12.7% |
| 3Y | +48.2% | +8.6% | +39.7% | +38.5% |
| 5Y | +40.0% | +1.2% | +38.8% | +37.8% |
| 10Y | +404.1% | +18.1% | +386.1% | +404.3% |
| All | +679.8% | +25.5% | +654.3% | +840.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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