+1,245.4%
VUG vs TTWO
+951.8%
+293.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.9% | -1.6% | +2.4% | +1.2% |
| 30D | -1.4% | -13.5% | +12.0% | +1.6% |
| 3M | +2.3% | +0.3% | +2.0% | +1.9% |
| 6M | +15.7% | +0.8% | +14.8% | +14.8% |
| YTD | +8.6% | -16.7% | +25.3% | +12.1% |
| 1Y | +14.1% | -14.3% | +28.3% | +16.8% |
| 3Y | +87.9% | +49.4% | +38.5% | +68.7% |
| 5Y | +76.3% | +33.8% | +42.5% | +59.3% |
| 10Y | +409.7% | +392.8% | +16.8% | +248.5% |
| All | +1,245.4% | +951.8% | +293.6% | +574.3% |
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