+394.9%
TTWO vs APA
-2.4%
+397.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.4% | +4.6% | -4.2% | +0.1% |
| 30D | -11.3% | +11.9% | -23.2% | -11.9% |
| 3M | +1.6% | +22.5% | -20.9% | +0.4% |
| 6M | +2.1% | +37.5% | -35.5% | 0.0% |
| YTD | -15.8% | +87.2% | -103.0% | -19.0% |
| 1Y | -12.6% | +101.4% | -114.0% | -16.3% |
| 3Y | +48.2% | +16.9% | +31.3% | +44.3% |
| 5Y | +40.0% | +178.4% | -138.5% | +31.7% |
| All | +394.9% | -2.4% | +397.2% | +370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling