+34.5%
TTWO vs AVAV
+33.5%
+0.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.5% |
| 7D | -2.3% | -3.2% | +0.8% | -2.0% |
| 30D | -16.7% | -25.6% | +8.8% | -14.2% |
| 3M | -0.4% | -20.2% | +19.8% | +1.2% |
| 6M | -1.6% | -38.1% | +36.4% | +2.2% |
| YTD | -17.5% | -41.8% | +24.3% | -14.7% |
| 1Y | -14.8% | -39.0% | +24.2% | -13.1% |
| 3Y | +47.9% | +24.1% | +23.8% | +29.9% |
| 5Y | +34.5% | +53.0% | -18.6% | +11.6% |
| All | +34.5% | +33.5% | +0.9% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling