-17.2%
TTWO vs STLD
+59.7%
-76.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.2% | +6.9% |
| 7D | +7.0% | -3.9% | +10.9% | +6.7% |
| 30D | +2.7% | -0.4% | +3.1% | +2.6% |
| 3M | -13.0% | -9.2% | -3.8% | -13.3% |
| 6M | -7.2% | +5.0% | -12.2% | -7.6% |
| YTD | -18.4% | +42.8% | -61.2% | -18.9% |
| 1Y | -17.2% | +60.1% | -77.3% | -21.8% |
| All | -17.2% | +59.7% | -76.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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