+48.2%
TTWO vs CHWY
-11.7%
+59.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | +0.4% | -13.6% | +14.0% | +1.9% |
| 30D | -11.3% | -8.5% | -2.8% | -10.6% |
| 3M | +1.6% | +8.9% | -7.3% | +0.2% |
| 6M | +2.1% | -20.5% | +22.5% | +4.1% |
| YTD | -15.8% | -38.2% | +22.3% | -12.3% |
| 1Y | -12.6% | -43.3% | +30.7% | -8.3% |
| 3Y | +48.2% | -8.5% | +56.8% | +56.1% |
| All | +48.2% | -11.7% | +59.9% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling