-10.8%
TTWO vs CHWY
-42.5%
+31.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -8.8% | +1.7% | -10.5% | -9.0% |
| 30D | -8.6% | -1.5% | -7.1% | -8.5% |
| 3M | -0.9% | +13.6% | -14.5% | -3.1% |
| 6M | -0.5% | -7.3% | +6.8% | +0.5% |
| YTD | -16.1% | -28.4% | +12.3% | -14.2% |
| 1Y | -10.8% | -42.5% | +31.7% | -6.7% |
| All | -10.8% | -42.5% | +31.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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