+5.2%
VUG vs TTWO
-18.4%
+23.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.4% |
| 7D | -3.0% | +7.0% | -10.0% | -4.1% |
| 30D | -6.4% | +2.7% | -9.1% | -6.9% |
| 3M | -3.2% | -13.0% | +9.8% | -1.2% |
| 6M | +3.1% | -7.2% | +10.3% | +3.5% |
| YTD | +6.3% | -18.4% | +24.7% | +7.8% |
| 1Y | +5.2% | -17.2% | +22.4% | +6.2% |
| All | +5.2% | -18.4% | +23.6% | +6.2% |
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