+379.1%
V vs TTWO
+406.5%
-27.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +3.1% | -11.3% | +14.4% | +6.1% |
| 3M | +16.3% | +1.6% | +14.7% | +15.3% |
| 6M | +20.4% | +2.1% | +18.3% | +18.9% |
| YTD | +6.3% | -15.8% | +22.1% | +10.0% |
| 1Y | +8.7% | -12.6% | +21.3% | +11.1% |
| 3Y | +53.3% | +48.2% | +5.1% | +34.0% |
| 5Y | +71.1% | +40.0% | +31.1% | +47.0% |
| All | +379.1% | +406.5% | -27.4% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling