+49.4%
TTWO vs STLD
+141.4%
-92.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -1.6% | +2.7% | -4.2% | -1.8% |
| 30D | -13.5% | -8.4% | -5.0% | -12.8% |
| 3M | +0.3% | -9.9% | +10.2% | +1.1% |
| 6M | +0.8% | +33.0% | -32.2% | -3.2% |
| YTD | -16.7% | +42.6% | -59.3% | -21.0% |
| 1Y | -14.3% | +80.8% | -95.0% | -21.6% |
| 3Y | +49.4% | +143.4% | -94.0% | +27.9% |
| All | +49.4% | +141.4% | -92.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling