+2,096.6%
TTWO vs STLA
+252.7%
+1,843.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -13.5% | -2.4% | -11.1% | -13.3% |
| 3M | +0.3% | -23.9% | +24.2% | +3.8% |
| 6M | +0.8% | -24.6% | +25.5% | +4.1% |
| YTD | -16.7% | -50.5% | +33.8% | -9.4% |
| 1Y | -14.3% | -39.8% | +25.6% | -9.9% |
| 3Y | +49.4% | -65.6% | +115.0% | +66.9% |
| 5Y | +33.8% | -62.1% | +95.9% | +44.8% |
| 10Y | +392.8% | +47.8% | +345.0% | +328.7% |
| All | +2,096.6% | +252.7% | +1,843.9% | +1,757.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling