-16.3%
TTWO vs VTRS
+88.0%
-104.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | +10.3% | -1.2% | +11.5% | +10.5% |
| 30D | +5.3% | +8.2% | -2.8% | +4.2% |
| 3M | -9.2% | +8.3% | -17.5% | -10.2% |
| 6M | -4.4% | +24.1% | -28.4% | -7.4% |
| YTD | -16.7% | +56.0% | -72.6% | -22.8% |
| 1Y | -16.3% | +82.7% | -99.0% | -25.4% |
| All | -16.3% | +88.0% | -104.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling