+465.1%
STM vs TTWO
+370.5%
+94.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +12.0% | +6.0% | +6.0% | +9.4% |
| 30D | -0.4% | +13.2% | -13.6% | -5.5% |
| 3M | -13.2% | -5.8% | -7.4% | -12.3% |
| 6M | -26.1% | +0.4% | -26.4% | -27.7% |
| YTD | +81.2% | -11.0% | +92.2% | +84.1% |
| 1Y | +98.3% | -4.1% | +102.4% | +95.3% |
| 3Y | +16.7% | +51.8% | -35.1% | -6.5% |
| 5Y | -4.8% | +21.3% | -26.1% | -19.6% |
| All | +465.1% | +370.5% | +94.5% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling