+398.3%
TTWO vs ARWR
+1,080.6%
-682.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.3% | -4.3% | +5.6% | +1.8% |
| 30D | -13.4% | -7.3% | -6.1% | -12.8% |
| 3M | +3.1% | +17.0% | -13.9% | +1.2% |
| 6M | +3.8% | +39.8% | -36.0% | -0.2% |
| YTD | -15.3% | +24.7% | -39.9% | -17.8% |
| 1Y | -11.1% | +186.5% | -197.6% | -21.3% |
| 3Y | +52.0% | +176.8% | -124.8% | +28.7% |
| 5Y | +40.9% | +29.3% | +11.6% | +24.8% |
| All | +398.3% | +1,080.6% | -682.3% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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