-17.2%
TTWO vs CHRW
-10.6%
-6.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.1% |
| 7D | +7.0% | +4.9% | +2.1% | +6.5% |
| 30D | +2.7% | -4.8% | +7.5% | +3.0% |
| 3M | -13.0% | -13.1% | +0.1% | -12.5% |
| 6M | -7.2% | -16.3% | +9.1% | -8.4% |
| YTD | -18.4% | -15.8% | -2.6% | -16.8% |
| 1Y | -17.2% | -11.1% | -6.1% | -16.0% |
| All | -17.2% | -10.6% | -6.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling