+595.9%
VZ vs TTWO
+6,113.7%
-5,517.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.5% | +6.0% | -4.6% | +1.1% |
| 30D | +4.4% | +13.2% | -8.8% | +3.5% |
| 3M | -2.4% | -5.8% | +3.5% | -2.1% |
| 6M | +1.4% | +0.4% | +1.1% | +1.2% |
| YTD | +21.4% | -11.0% | +32.4% | +21.7% |
| 1Y | +20.3% | -4.1% | +24.4% | +20.0% |
| 3Y | +57.4% | +51.8% | +5.6% | +51.6% |
| 5Y | +21.9% | +21.3% | +0.7% | +18.2% |
| 10Y | +70.7% | +375.1% | -304.4% | +48.4% |
| All | +595.9% | +6,113.7% | -5,517.8% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling