+40.9%
TTWO vs CHRW
+94.0%
-53.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.6% |
| 7D | +1.3% | +4.4% | -3.0% | +0.8% |
| 30D | -13.4% | +5.5% | -18.9% | -14.0% |
| 3M | +3.1% | -17.3% | +20.3% | +4.9% |
| 6M | +3.8% | -12.7% | +16.4% | +4.4% |
| YTD | -15.3% | -4.1% | -11.1% | -15.9% |
| 1Y | -11.1% | +21.2% | -32.3% | -15.2% |
| 3Y | +52.0% | +88.9% | -36.9% | +32.2% |
| 5Y | +40.9% | +93.1% | -52.1% | +21.7% |
| All | +40.9% | +94.0% | -53.0% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling