+394.9%
TTWO vs STLA
+55.1%
+339.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.0% |
| 7D | +0.4% | -2.9% | +3.2% | +0.8% |
| 30D | -11.3% | +0.9% | -12.3% | -11.6% |
| 3M | +1.6% | -21.6% | +23.2% | +5.0% |
| 6M | +2.1% | -21.6% | +23.7% | +5.0% |
| YTD | -15.8% | -50.4% | +34.6% | -7.7% |
| 1Y | -12.6% | -43.6% | +31.0% | -6.7% |
| 3Y | +48.2% | -66.4% | +114.6% | +68.5% |
| 5Y | +40.0% | -62.3% | +102.3% | +52.2% |
| All | +394.9% | +55.1% | +339.8% | +367.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling