+17.7%
STM vs TTWO
+41.7%
-24.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -2.5% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | -7.8% | -13.4% | +5.6% | -3.4% |
| 3M | -28.2% | +3.1% | -31.3% | -29.4% |
| 6M | +52.0% | +3.8% | +48.2% | +47.5% |
| YTD | +96.4% | -15.3% | +111.6% | +104.9% |
| 1Y | +98.8% | -11.1% | +109.9% | +103.0% |
| 3Y | +18.3% | +52.0% | -33.7% | -3.6% |
| 5Y | +17.7% | +40.9% | -23.2% | -4.8% |
| All | +17.7% | +41.7% | -24.0% | -4.8% |
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