+641.1%
VZ vs TTWO
+5,755.5%
-5,114.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | -8.8% | +8.9% | +0.6% |
| 30D | +7.9% | -8.6% | +16.5% | +8.5% |
| 3M | +13.6% | -0.9% | +14.6% | +13.6% |
| 6M | +1.1% | -0.5% | +1.6% | +0.9% |
| YTD | +29.3% | -16.1% | +45.4% | +30.2% |
| 1Y | +21.2% | -10.8% | +32.0% | +21.6% |
| 3Y | +75.9% | +51.4% | +24.5% | +69.5% |
| 5Y | +24.1% | +33.7% | -9.6% | +19.5% |
| 10Y | +62.4% | +380.3% | -317.9% | +41.1% |
| All | +641.1% | +5,755.5% | -5,114.4% | +492.0% |
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