+22.9%
TTWO vs STLD
+289.0%
-266.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.6% | +7.8% |
| 7D | +15.2% | -4.7% | +19.9% | +15.8% |
| 30D | +5.2% | -0.9% | +6.2% | +5.2% |
| 3M | -11.4% | -11.9% | +0.5% | -10.1% |
| 6M | +1.9% | +0.9% | +1.0% | +0.8% |
| YTD | -12.3% | +40.4% | -52.7% | -18.5% |
| 1Y | -4.0% | +56.6% | -60.6% | -12.7% |
| 3Y | +51.9% | +125.5% | -73.6% | +25.4% |
| 5Y | +22.9% | +292.8% | -269.9% | -11.9% |
| All | +22.9% | +289.0% | -266.1% | -11.9% |
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 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