+398.3%
TTWO vs AVAV
+520.8%
-122.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +2.2% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -13.4% | -25.0% | +11.6% | -10.5% |
| 3M | +3.1% | -15.0% | +18.0% | +4.2% |
| 6M | +3.8% | -33.6% | +37.4% | +7.3% |
| YTD | -15.3% | -39.2% | +23.9% | -12.4% |
| 1Y | -11.1% | -40.5% | +29.4% | -8.6% |
| 3Y | +52.0% | +29.6% | +22.4% | +34.4% |
| 5Y | +40.9% | +56.7% | -15.8% | +17.4% |
| All | +398.3% | +520.8% | -122.5% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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