+4,389.1%
TTWO vs VTR
+1,502.8%
+2,886.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.5% |
| 7D | +1.3% | -1.8% | +3.1% | +1.7% |
| 30D | -13.4% | +4.0% | -17.4% | -14.1% |
| 3M | +3.1% | +7.8% | -4.8% | +1.3% |
| 6M | +3.8% | +6.4% | -2.6% | +2.0% |
| YTD | -15.3% | +18.3% | -33.6% | -18.6% |
| 1Y | -11.1% | +33.9% | -45.0% | -16.9% |
| 3Y | +52.0% | +134.3% | -82.4% | +25.6% |
| 5Y | +40.9% | +90.3% | -49.3% | +20.1% |
| 10Y | +407.6% | +100.1% | +307.5% | +290.6% |
| All | +4,389.1% | +1,502.8% | +2,886.4% | +1,988.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling