+3,343.4%
STX vs TTWO
+406.5%
+2,936.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -2.3% | +0.4% | -2.6% | -2.4% |
| 30D | -5.5% | -11.3% | +5.9% | -2.4% |
| 3M | -4.3% | +1.6% | -5.9% | -5.5% |
| 6M | +115.6% | +2.1% | +113.5% | +111.5% |
| YTD | +202.2% | -15.8% | +218.0% | +211.8% |
| 1Y | +325.3% | -12.6% | +337.9% | +333.2% |
| 3Y | +1,283.9% | +48.2% | +1,235.7% | +1,093.0% |
| 5Y | +1,048.3% | +40.0% | +1,008.3% | +873.8% |
| All | +3,343.4% | +406.5% | +2,936.9% | +1,738.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling