+5,381.8%
TTWO vs STRL
+59,775.7%
-54,393.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -0.1% |
| 7D | -8.8% | +3.4% | -12.2% | -9.0% |
| 30D | -8.6% | -9.2% | +0.6% | -8.1% |
| 3M | -0.9% | -51.0% | +50.1% | +3.0% |
| 6M | -0.5% | +15.8% | -16.3% | -3.4% |
| YTD | -16.1% | +58.9% | -75.0% | -20.4% |
| 1Y | -10.8% | +68.5% | -79.3% | -16.0% |
| 3Y | +51.4% | +485.2% | -433.8% | +29.2% |
| 5Y | +33.7% | +2,005.1% | -1,971.4% | +4.3% |
| 10Y | +380.3% | +7,118.0% | -6,737.7% | +236.2% |
| All | +5,381.8% | +59,775.7% | -54,393.9% | +3,155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling