+394.9%
TTWO vs STZ
-11.3%
+406.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.4% | -4.5% | +4.8% | +1.2% |
| 30D | -11.3% | -8.6% | -2.7% | -9.9% |
| 3M | +1.6% | -13.8% | +15.4% | +4.2% |
| 6M | +2.1% | -17.2% | +19.2% | +5.0% |
| YTD | -15.8% | -9.4% | -6.5% | -15.6% |
| 1Y | -12.6% | -11.9% | -0.7% | -12.0% |
| 3Y | +48.2% | -49.6% | +97.8% | +68.3% |
| 5Y | +40.0% | -37.2% | +77.1% | +49.9% |
| All | +394.9% | -11.3% | +406.2% | +387.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling