+4,096.1%
TTWO vs CHRW
+4,244.2%
-148.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -13.5% | +0.9% | -14.4% | -13.8% |
| 3M | +0.3% | -19.9% | +20.2% | +5.3% |
| 6M | +0.8% | -15.8% | +16.6% | +3.6% |
| YTD | -16.7% | -5.6% | -11.1% | -17.5% |
| 1Y | -14.3% | +21.0% | -35.3% | -21.6% |
| 3Y | +49.4% | +86.0% | -36.6% | +16.9% |
| 5Y | +33.8% | +88.6% | -54.9% | +1.9% |
| 10Y | +392.8% | +169.3% | +223.5% | +223.2% |
| All | +4,096.1% | +4,244.2% | -148.0% | +1,189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling