+5,346.0%
TTWO vs STT
+1,674.5%
+3,671.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.3% |
| 7D | -1.6% | +2.2% | -3.7% | -2.1% |
| 30D | -13.5% | +3.9% | -17.4% | -14.4% |
| 3M | +0.3% | +19.2% | -18.8% | -4.2% |
| 6M | +0.8% | +60.4% | -59.5% | -11.0% |
| YTD | -16.7% | +51.5% | -68.2% | -25.4% |
| 1Y | -14.3% | +76.3% | -90.5% | -26.3% |
| 3Y | +49.4% | +200.7% | -151.4% | +10.8% |
| 5Y | +33.8% | +157.5% | -123.7% | +0.7% |
| 10Y | +392.8% | +262.0% | +130.8% | +216.1% |
| All | +5,346.0% | +1,674.5% | +3,671.5% | +2,422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling