-10.8%
TTWO vs STRL
+76.3%
-87.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | +0.2% |
| 7D | -8.8% | +3.4% | -12.2% | -8.8% |
| 30D | -8.6% | -9.2% | +0.6% | -8.5% |
| 3M | -0.9% | -51.0% | +50.1% | +0.3% |
| 6M | -0.5% | +15.8% | -16.3% | -4.0% |
| YTD | -16.1% | +58.9% | -75.0% | -22.1% |
| 1Y | -10.8% | +68.5% | -79.3% | -17.8% |
| All | -10.8% | +76.3% | -87.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling