+5,401.7%
TTWO vs VTRS
+309.6%
+5,092.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | -11.3% | +3.3% | -14.6% | -12.0% |
| 3M | +1.6% | +2.0% | -0.4% | +0.9% |
| 6M | +2.1% | +19.9% | -17.9% | -2.3% |
| YTD | -15.8% | +35.7% | -51.6% | -21.7% |
| 1Y | -12.6% | +68.1% | -80.7% | -22.5% |
| 3Y | +48.2% | +87.1% | -38.9% | +26.0% |
| 5Y | +40.0% | +47.6% | -7.7% | +22.1% |
| 10Y | +404.1% | -48.2% | +452.3% | +411.2% |
| All | +5,401.7% | +309.6% | +5,092.1% | +4,296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling