+598.7%
VZ vs TTWO
+6,089.9%
-5,491.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +0.9% | +6.4% | -5.4% | +0.5% |
| 30D | +6.9% | +13.3% | -6.4% | +6.1% |
| 3M | +0.6% | -6.6% | +7.2% | +0.9% |
| 6M | +0.3% | +0.4% | -0.1% | 0.0% |
| YTD | +21.9% | -11.4% | +33.3% | +22.3% |
| 1Y | +21.7% | -5.6% | +27.3% | +21.5% |
| 3Y | +58.5% | +53.5% | +5.0% | +52.6% |
| 5Y | +22.4% | +20.8% | +1.6% | +18.7% |
| 10Y | +71.4% | +373.3% | -301.9% | +49.1% |
| All | +598.7% | +6,089.9% | -5,491.2% | +455.7% |
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