+98.8%
STM vs TTWO
-12.7%
+111.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -1.9% |
| 7D | -1.1% | +1.3% | -2.4% | -1.2% |
| 30D | -7.8% | -13.4% | +5.6% | -6.3% |
| 3M | -28.2% | +3.1% | -31.3% | -28.3% |
| 6M | +52.0% | +3.8% | +48.2% | +48.9% |
| YTD | +96.4% | -15.3% | +111.6% | +99.1% |
| 1Y | +98.8% | -11.1% | +109.9% | +106.4% |
| All | +98.8% | -12.7% | +111.5% | +106.4% |
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