+40.9%
TTWO vs STZ
-37.6%
+78.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.4% | -4.5% | +4.8% | +0.9% |
| 30D | -11.3% | -8.6% | -2.7% | -10.4% |
| 3M | +1.6% | -13.8% | +15.4% | +3.3% |
| 6M | +2.1% | -17.2% | +19.2% | +4.0% |
| YTD | -15.8% | -9.4% | -6.5% | -16.3% |
| 1Y | -12.6% | -11.9% | -0.7% | -12.8% |
| 3Y | +48.2% | -49.6% | +97.8% | +68.8% |
| All | +40.9% | -37.6% | +78.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling