+397.5%
TTWO vs STLD
+797.3%
-399.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.8% |
| 7D | +10.7% | -0.5% | +11.2% | +10.7% |
| 30D | +10.8% | -0.1% | +10.8% | +10.6% |
| 3M | -7.7% | -9.2% | +1.5% | -6.7% |
| 6M | +4.4% | +1.8% | +2.7% | +3.3% |
| YTD | -9.7% | +42.1% | -51.8% | -15.4% |
| 1Y | -3.9% | +58.5% | -62.4% | -11.6% |
| 3Y | +56.4% | +128.2% | -71.8% | +33.6% |
| 5Y | +24.6% | +288.2% | -263.7% | -3.6% |
| All | +397.5% | +797.3% | -399.8% | +229.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling