-4.6%
STM vs TTWO
+23.0%
-27.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +12.0% | +6.0% | +6.0% | +9.9% |
| 30D | -0.4% | +13.2% | -13.6% | -4.6% |
| 3M | -13.2% | -5.8% | -7.4% | -12.1% |
| 6M | -26.1% | +0.4% | -26.4% | -27.3% |
| YTD | +81.2% | -11.0% | +92.2% | +84.9% |
| 1Y | +98.3% | -4.1% | +102.4% | +96.3% |
| 3Y | +16.7% | +51.8% | -35.1% | -5.5% |
| All | -4.6% | +23.0% | -27.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling