+5,381.8%
TTWO vs STZ
+4,604.8%
+777.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -8.8% | -1.9% | -6.9% | -8.3% |
| 30D | -8.6% | -1.9% | -6.7% | -8.2% |
| 3M | -0.9% | -6.2% | +5.3% | +0.4% |
| 6M | -0.5% | -14.0% | +13.5% | +2.6% |
| YTD | -16.1% | -5.1% | -11.0% | -16.3% |
| 1Y | -10.8% | -9.6% | -1.2% | -10.1% |
| 3Y | +51.4% | -47.2% | +98.6% | +74.0% |
| 5Y | +33.7% | -33.6% | +67.3% | +43.0% |
| 10Y | +380.3% | -9.8% | +390.1% | +349.3% |
| All | +5,381.8% | +4,604.8% | +777.0% | +1,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling