-17.2%
TTWO vs STT
+53.6%
-70.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +5.0% | +6.6% |
| 7D | +7.0% | -0.1% | +7.0% | +7.0% |
| 30D | +2.7% | -1.7% | +4.4% | +3.0% |
| 3M | -13.0% | -6.4% | -6.7% | -11.8% |
| 6M | -7.2% | +17.7% | -24.9% | -12.1% |
| YTD | -18.4% | +36.9% | -55.3% | -26.2% |
| 1Y | -17.2% | +52.0% | -69.3% | -26.2% |
| All | -17.2% | +53.6% | -70.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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