+5,381.8%
TTWO vs ARWR
+2.2%
+5,379.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -8.8% | +1.7% | -10.5% | -8.8% |
| 30D | -8.6% | -0.7% | -8.0% | -8.6% |
| 3M | -0.9% | +14.9% | -15.8% | -1.0% |
| 6M | -0.5% | +32.6% | -33.1% | -0.7% |
| YTD | -16.1% | +30.0% | -46.2% | -16.3% |
| 1Y | -10.8% | +208.4% | -219.1% | -11.6% |
| 3Y | +51.4% | +208.8% | -157.4% | +49.7% |
| 5Y | +33.7% | +27.8% | +5.9% | +32.6% |
| 10Y | +380.3% | +1,107.6% | -727.3% | +369.5% |
| All | +5,381.8% | +2.2% | +5,379.6% | +5,912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling