+5,346.0%
TTWO vs STZ
+4,340.5%
+1,005.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | +0.8% |
| 7D | -1.6% | -7.4% | +5.8% | +0.4% |
| 30D | -13.5% | -10.9% | -2.6% | -10.9% |
| 3M | +0.3% | -13.4% | +13.8% | +3.8% |
| 6M | +0.8% | -16.2% | +17.0% | +4.6% |
| YTD | -16.7% | -10.4% | -6.2% | -15.7% |
| 1Y | -14.3% | -14.8% | +0.5% | -12.3% |
| 3Y | +49.4% | -50.1% | +99.5% | +74.3% |
| 5Y | +33.8% | -38.8% | +72.6% | +46.2% |
| 10Y | +392.8% | -14.1% | +406.9% | +366.7% |
| All | +5,346.0% | +4,340.5% | +1,005.5% | +1,493.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling