+681.2%
STM vs TTWO
+5,776.8%
-5,095.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -4.9% | -11.3% | +6.4% | -2.4% |
| 3M | -34.0% | +1.6% | -35.6% | -34.5% |
| 6M | +51.8% | +2.1% | +49.8% | +49.9% |
| YTD | +99.4% | -15.8% | +115.2% | +105.2% |
| 1Y | +99.1% | -12.6% | +111.7% | +102.9% |
| 3Y | +19.5% | +48.2% | -28.7% | +7.0% |
| 5Y | +19.5% | +40.0% | -20.5% | +6.7% |
| 10Y | +663.9% | +404.1% | +259.8% | +410.1% |
| All | +681.2% | +5,776.8% | -5,095.6% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling