+394.9%
TTWO vs CHRW
+183.1%
+211.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | +3.5% | -3.1% | -0.2% |
| 30D | -11.3% | +4.6% | -15.9% | -12.1% |
| 3M | +1.6% | -19.7% | +21.3% | +4.8% |
| 6M | +2.1% | -12.4% | +14.5% | +3.1% |
| YTD | -15.8% | -3.9% | -11.9% | -16.8% |
| 1Y | -12.6% | +18.4% | -31.0% | -17.5% |
| 3Y | +48.2% | +88.8% | -40.6% | +23.4% |
| 5Y | +40.0% | +93.5% | -53.6% | +13.7% |
| All | +394.9% | +183.1% | +211.8% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling