+25.3%
VZ vs TTWO
+33.4%
-8.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -1.0% | -2.3% | +1.4% | -0.9% |
| 30D | +5.8% | -16.7% | +22.5% | +5.9% |
| 3M | +10.5% | -0.4% | +10.9% | +10.5% |
| 6M | +1.8% | -1.6% | +3.4% | +1.8% |
| YTD | +28.3% | -17.5% | +45.8% | +29.0% |
| 1Y | +22.0% | -14.8% | +36.8% | +22.4% |
| 3Y | +81.8% | +47.9% | +34.0% | +76.2% |
| 5Y | +25.3% | +34.5% | -9.1% | +18.6% |
| All | +25.3% | +33.4% | -8.1% | +18.6% |
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 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