+62.8%
VZ vs TTWO
+410.0%
-347.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | +5.7% | -13.4% | +19.1% | +6.4% |
| 3M | +8.2% | +3.1% | +5.2% | +8.0% |
| 6M | +1.7% | +3.8% | -2.0% | +1.4% |
| YTD | +28.9% | -15.3% | +44.1% | +29.7% |
| 1Y | +22.7% | -11.1% | +33.8% | +23.1% |
| 3Y | +82.7% | +52.0% | +30.7% | +75.7% |
| 5Y | +26.4% | +40.9% | -14.5% | +20.9% |
| All | +62.8% | +410.0% | -347.2% | +45.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling