+19.6%
STM vs TTWO
+47.8%
-28.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +1.7% | -2.3% | +4.0% | +2.4% |
| 30D | -5.2% | -16.7% | +11.6% | 0.0% |
| 3M | -29.6% | -0.4% | -29.2% | -29.9% |
| 6M | +54.4% | -1.6% | +56.0% | +52.4% |
| YTD | +99.5% | -17.5% | +117.1% | +110.1% |
| 1Y | +100.8% | -14.8% | +115.6% | +108.0% |
| All | +19.6% | +47.8% | -28.2% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling