-34.9%
VST vs TTWO
-18.4%
-16.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.1% | -21.0% | -13.4% |
| 7D | -15.7% | +7.0% | -22.7% | -15.3% |
| 30D | -17.0% | +2.7% | -19.7% | -16.5% |
| 3M | -15.9% | -13.0% | -2.8% | -14.6% |
| 6M | -25.0% | -7.2% | -17.8% | -24.8% |
| YTD | -25.1% | -18.4% | -6.7% | -27.4% |
| 1Y | -34.9% | -17.2% | -17.6% | -37.2% |
| All | -34.9% | -18.4% | -16.4% | -37.2% |
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