-10.8%
TTWO vs STZ
-10.2%
-0.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | -8.8% | -1.9% | -6.9% | -9.0% |
| 30D | -8.6% | -1.9% | -6.7% | -8.7% |
| 3M | -0.9% | -6.2% | +5.3% | -1.8% |
| 6M | -0.5% | -14.0% | +13.5% | -2.9% |
| YTD | -16.1% | -5.1% | -11.0% | -18.3% |
| 1Y | -10.8% | -9.6% | -1.2% | -14.4% |
| All | -10.8% | -10.2% | -0.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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