+22.4%
VZ vs TTWO
+22.3%
+0.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.9% | +6.4% | -5.4% | +0.9% |
| 30D | +6.9% | +13.3% | -6.4% | +6.8% |
| 3M | +0.6% | -6.6% | +7.2% | +0.7% |
| 6M | +0.3% | +0.4% | -0.1% | +0.3% |
| YTD | +21.9% | -11.4% | +33.3% | +22.5% |
| 1Y | +21.7% | -5.6% | +27.3% | +21.9% |
| 3Y | +58.5% | +53.5% | +5.0% | +53.4% |
| 5Y | +22.4% | +20.8% | +1.6% | +19.3% |
| All | +22.4% | +22.3% | +0.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling