+123.8%
STX vs TTWO
-18.4%
+142.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.1% | -15.3% | -7.4% |
| 7D | -20.2% | +7.0% | -27.2% | -19.5% |
| 30D | -37.2% | +2.7% | -39.9% | -36.8% |
| 3M | -34.1% | -13.0% | -21.0% | -34.0% |
| 6M | -24.5% | -7.2% | -17.2% | -24.7% |
| YTD | +102.9% | -18.4% | +121.3% | +118.1% |
| 1Y | +123.8% | -17.2% | +141.0% | +137.8% |
| All | +123.8% | -18.4% | +142.2% | +137.8% |
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 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