+1,122.9%
TTWO vs VYM
+488.1%
+634.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | +0.4% | -0.8% | +1.2% | +1.1% |
| 30D | -11.3% | -2.2% | -9.1% | -9.5% |
| 3M | +1.6% | +3.1% | -1.5% | -1.2% |
| 6M | +2.1% | +9.7% | -7.6% | -6.3% |
| YTD | -15.8% | +14.9% | -30.7% | -26.0% |
| 1Y | -12.6% | +17.6% | -30.2% | -24.8% |
| 3Y | +48.2% | +65.3% | -17.1% | -7.3% |
| 5Y | +40.0% | +78.7% | -38.7% | -18.8% |
| 10Y | +404.1% | +208.2% | +195.9% | +61.5% |
| All | +1,122.9% | +488.1% | +634.9% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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