-10.8%
TTWO vs STLA
-38.0%
+27.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -8.8% | +2.6% | -11.4% | -8.8% |
| 30D | -8.6% | -1.2% | -7.4% | -8.5% |
| 3M | -0.9% | -24.8% | +23.9% | -0.5% |
| 6M | -0.5% | -25.6% | +25.1% | -0.1% |
| YTD | -16.1% | -48.9% | +32.8% | -14.8% |
| 1Y | -10.8% | -38.8% | +28.0% | -10.5% |
| All | -10.8% | -38.0% | +27.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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