+777.0%
VST vs TTWO
+33.4%
+743.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +5.3% | -2.3% | +7.6% | +5.9% |
| 30D | +5.8% | -16.7% | +22.5% | +10.1% |
| 3M | +3.5% | -0.4% | +3.9% | +3.1% |
| 6M | -7.4% | -1.6% | -5.8% | -7.9% |
| YTD | -6.1% | -17.5% | +11.5% | -2.8% |
| 1Y | -21.6% | -14.8% | -6.8% | -19.7% |
| 3Y | +357.2% | +47.9% | +309.3% | +318.7% |
| 5Y | +777.0% | +34.5% | +742.6% | +611.8% |
| All | +777.0% | +33.4% | +743.6% | +611.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling