+45.2%
TTWO vs STRL
+526.3%
-481.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -2.3% | +8.2% | -10.5% | -2.8% |
| 30D | -16.7% | -6.3% | -10.4% | -16.5% |
| 3M | -0.4% | -41.2% | +40.8% | +2.3% |
| 6M | -1.6% | +20.4% | -22.0% | -6.5% |
| YTD | -17.5% | +61.7% | -79.2% | -24.4% |
| 1Y | -14.8% | +72.7% | -87.5% | -23.0% |
| All | +45.2% | +526.3% | -481.1% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling