+394.9%
TTWO vs STT
+271.9%
+123.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -11.3% | +1.7% | -13.1% | -11.7% |
| 3M | +1.6% | +17.9% | -16.3% | -2.2% |
| 6M | +2.1% | +55.3% | -53.2% | -7.7% |
| YTD | -15.8% | +52.7% | -68.5% | -23.6% |
| 1Y | -12.6% | +75.7% | -88.3% | -23.2% |
| 3Y | +48.2% | +197.9% | -149.7% | +15.1% |
| 5Y | +40.0% | +158.8% | -118.8% | +9.0% |
| All | +394.9% | +271.9% | +123.0% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling