+398.3%
TTWO vs STRL
+6,846.4%
-6,448.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +2.9% |
| 7D | +1.3% | +5.4% | -4.1% | +0.8% |
| 30D | -13.4% | -9.0% | -4.4% | -12.8% |
| 3M | +3.1% | -37.1% | +40.1% | +6.5% |
| 6M | +3.8% | +17.8% | -14.0% | -1.6% |
| YTD | -15.3% | +58.3% | -73.6% | -22.5% |
| 1Y | -11.1% | +61.0% | -72.1% | -19.4% |
| 3Y | +52.0% | +517.8% | -465.8% | +14.5% |
| 5Y | +40.9% | +2,119.0% | -2,078.1% | -9.6% |
| All | +398.3% | +6,846.4% | -6,448.1% | +188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling