+394.9%
TTWO vs CHD
+126.1%
+268.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -4.5% | +4.8% | +1.1% |
| 30D | -11.3% | -6.7% | -4.6% | -10.3% |
| 3M | +1.6% | -2.7% | +4.3% | +2.0% |
| 6M | +2.1% | -4.9% | +7.0% | +2.7% |
| YTD | -15.8% | +13.3% | -29.2% | -18.4% |
| 1Y | -12.6% | +1.0% | -13.6% | -13.4% |
| 3Y | +48.2% | +1.3% | +46.9% | +45.1% |
| 5Y | +40.0% | +20.8% | +19.1% | +28.3% |
| All | +394.9% | +126.1% | +268.8% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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