+99.6%
STM vs TTWO
-10.0%
+109.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | -8.8% | +14.6% | +6.8% |
| 30D | -1.0% | -8.6% | +7.6% | -0.2% |
| 3M | -33.3% | -0.9% | -32.4% | -33.1% |
| 6M | +57.4% | -0.5% | +57.9% | +55.7% |
| YTD | +102.2% | -16.1% | +118.3% | +104.5% |
| 1Y | +99.6% | -10.8% | +110.4% | +104.7% |
| All | +99.6% | -10.0% | +109.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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