+33.8%
TTWO vs STLD
+291.8%
-258.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | +2.7% | -4.2% | -2.0% |
| 30D | -13.5% | -8.4% | -5.0% | -12.4% |
| 3M | +0.3% | -9.9% | +10.2% | +1.5% |
| 6M | +0.8% | +33.0% | -32.2% | -4.6% |
| YTD | -16.7% | +42.6% | -59.3% | -22.4% |
| 1Y | -14.3% | +80.8% | -95.0% | -23.7% |
| 3Y | +49.4% | +143.4% | -94.0% | +22.7% |
| 5Y | +33.8% | +293.4% | -259.6% | -1.5% |
| All | +33.8% | +291.8% | -258.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling