+5,381.8%
TTWO vs STLD
+7,834.2%
-2,452.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -8.8% | +3.1% | -11.9% | -9.5% |
| 30D | -8.6% | -9.0% | +0.4% | -6.7% |
| 3M | -0.9% | -12.4% | +11.5% | +1.6% |
| 6M | -0.5% | +25.5% | -26.0% | -6.9% |
| YTD | -16.1% | +43.6% | -59.8% | -24.4% |
| 1Y | -10.8% | +87.2% | -98.0% | -24.9% |
| 3Y | +51.4% | +135.2% | -83.9% | +17.3% |
| 5Y | +33.7% | +290.9% | -257.2% | -12.1% |
| 10Y | +380.3% | +1,113.5% | -733.2% | +111.6% |
| All | +5,381.8% | +7,834.2% | -2,452.4% | +1,162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling