+166.9%
VEA vs TTWO
+1,001.4%
-834.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -1.1% | -13.4% | +12.3% | +1.8% |
| 3M | +5.1% | +3.1% | +2.0% | +4.0% |
| 6M | +9.8% | +3.8% | +6.0% | +8.2% |
| YTD | +15.9% | -15.3% | +31.2% | +18.9% |
| 1Y | +24.6% | -11.1% | +35.7% | +26.2% |
| 3Y | +75.5% | +52.0% | +23.6% | +56.5% |
| 5Y | +59.4% | +40.9% | +18.4% | +40.7% |
| 10Y | +160.3% | +407.6% | -247.3% | +61.5% |
| All | +166.9% | +1,001.4% | -834.5% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling