+147.3%
VXUS vs TTWO
+406.5%
-259.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -0.5% | -11.3% | +10.9% | +1.6% |
| 3M | +2.6% | +1.6% | +1.0% | +1.9% |
| 6M | +10.9% | +2.1% | +8.8% | +9.8% |
| YTD | +16.1% | -15.8% | +32.0% | +18.8% |
| 1Y | +22.3% | -12.6% | +34.9% | +24.0% |
| 3Y | +72.0% | +48.2% | +23.8% | +56.6% |
| 5Y | +54.1% | +40.0% | +14.2% | +38.5% |
| All | +147.3% | +406.5% | -259.2% | +82.6% |
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