+5,717.0%
TTWO vs STLD
+7,438.2%
-1,721.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +6.0% | +2.9% | +3.1% | +5.3% |
| 30D | +13.2% | -5.6% | +18.8% | +14.4% |
| 3M | -5.8% | -11.7% | +5.9% | -3.7% |
| 6M | +0.4% | -2.8% | +3.1% | -0.4% |
| YTD | -11.0% | +36.4% | -47.5% | -19.2% |
| 1Y | -4.1% | +50.0% | -54.1% | -15.0% |
| 3Y | +51.8% | +122.3% | -70.5% | +18.8% |
| 5Y | +21.3% | +273.2% | -251.9% | -19.5% |
| 10Y | +375.1% | +763.8% | -388.7% | +128.7% |
| All | +5,717.0% | +7,438.2% | -1,721.2% | +1,249.4% |
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