+297.8%
VTI vs TTWO
+406.5%
-108.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -1.4% | -11.3% | +9.9% | +1.2% |
| 3M | +3.6% | +1.6% | +2.0% | +2.7% |
| 6M | +13.6% | +2.1% | +11.5% | +12.2% |
| YTD | +12.9% | -15.8% | +28.8% | +16.4% |
| 1Y | +17.2% | -12.6% | +29.8% | +19.5% |
| 3Y | +75.7% | +48.2% | +27.5% | +55.5% |
| 5Y | +75.4% | +40.0% | +35.5% | +53.0% |
| All | +297.8% | +406.5% | -108.8% | +184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling