+98.3%
STM vs TTWO
-4.9%
+103.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +12.0% | +6.0% | +6.0% | +12.4% |
| 30D | -0.4% | +13.2% | -13.6% | +0.2% |
| 3M | -13.2% | -5.8% | -7.4% | -11.6% |
| 6M | -26.1% | +0.4% | -26.4% | -25.1% |
| YTD | +81.2% | -11.0% | +92.2% | +81.7% |
| 1Y | +98.3% | -4.1% | +102.4% | +95.0% |
| All | +98.3% | -4.9% | +103.2% | +95.0% |
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