+29.3%
VEA vs TTWO
-10.0%
+39.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | -8.8% | +9.8% | +1.7% |
| 30D | +1.9% | -8.6% | +10.6% | +2.6% |
| 3M | +3.2% | -0.9% | +4.1% | +2.9% |
| 6M | +10.2% | -0.5% | +10.7% | +9.3% |
| YTD | +18.9% | -16.1% | +35.0% | +19.9% |
| 1Y | +29.3% | -10.8% | +40.1% | +29.1% |
| All | +29.3% | -10.0% | +39.3% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling