+48.2%
TTWO vs STLA
-66.1%
+114.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.9% |
| 7D | +0.4% | -2.9% | +3.2% | +0.6% |
| 30D | -11.3% | +0.9% | -12.3% | -11.5% |
| 3M | +1.6% | -21.6% | +23.2% | +3.6% |
| 6M | +2.1% | -21.6% | +23.7% | +3.8% |
| YTD | -15.8% | -50.4% | +34.6% | -10.7% |
| 1Y | -12.6% | -43.6% | +31.0% | -9.2% |
| 3Y | +48.2% | -66.4% | +114.6% | +56.3% |
| All | +48.2% | -66.1% | +114.3% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling