+1,058.9%
VST vs TTWO
+392.1%
+666.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.3% | -10.4% | -3.3% |
| 7D | -6.0% | +15.2% | -21.2% | -8.3% |
| 30D | -18.8% | +5.2% | -24.0% | -19.6% |
| 3M | -8.0% | -11.4% | +3.4% | -6.6% |
| 6M | -10.9% | +1.9% | -12.8% | -12.0% |
| YTD | -18.3% | -12.3% | -6.1% | -17.4% |
| 1Y | -29.9% | -4.0% | -25.9% | -30.3% |
| 3Y | +290.3% | +51.9% | +238.4% | +262.4% |
| 5Y | +635.3% | +22.9% | +612.4% | +584.9% |
| 10Y | +1,162.4% | +378.6% | +783.8% | +1,002.9% |
| All | +1,058.9% | +392.1% | +666.8% | +915.8% |
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 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