+48.2%
TTWO vs VTR
+132.9%
-84.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -11.3% | +1.1% | -12.4% | -11.4% |
| 3M | +1.6% | +7.9% | -6.3% | +0.4% |
| 6M | +2.1% | +6.2% | -4.1% | +1.0% |
| YTD | -15.8% | +17.7% | -33.6% | -18.3% |
| 1Y | -12.6% | +32.9% | -45.5% | -17.3% |
| 3Y | +48.2% | +129.7% | -81.5% | +20.6% |
| All | +48.2% | +132.9% | -84.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling