+84.3%
VZ vs TTWO
+49.4%
+34.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +0.2% | -1.6% | +1.8% | +0.1% |
| 30D | +7.1% | -13.5% | +20.6% | +6.3% |
| 3M | +12.8% | +0.3% | +12.5% | +13.1% |
| 6M | +1.8% | +0.8% | +1.0% | +2.1% |
| YTD | +30.0% | -16.7% | +46.7% | +30.1% |
| 1Y | +24.3% | -14.3% | +38.6% | +24.4% |
| 3Y | +84.3% | +49.4% | +34.9% | +82.2% |
| All | +84.3% | +49.4% | +34.9% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling