-10.8%
TTWO vs APD
+6.0%
-16.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.1% |
| 7D | -8.8% | -2.2% | -6.6% | -9.1% |
| 30D | -8.6% | +2.1% | -10.7% | -8.2% |
| 3M | -0.9% | +7.2% | -8.1% | +0.5% |
| 6M | -0.5% | +11.2% | -11.7% | +1.6% |
| YTD | -16.1% | +24.4% | -40.5% | -13.5% |
| 1Y | -10.8% | +6.7% | -17.5% | -2.2% |
| All | -10.8% | +6.0% | -16.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling