+25.2%
VZ vs TTWO
-18.4%
+43.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.1% | +3.2% |
| 7D | +6.9% | +7.0% | 0.0% | +8.1% |
| 30D | +2.3% | +2.7% | -0.4% | +2.6% |
| 3M | 0.0% | -13.0% | +13.1% | -2.4% |
| 6M | +0.2% | -7.2% | +7.5% | -0.3% |
| YTD | +20.9% | -18.4% | +39.3% | +16.0% |
| 1Y | +25.2% | -17.2% | +42.5% | +20.4% |
| All | +25.2% | -18.4% | +43.7% | +20.4% |
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