+1,450.1%
QLD vs TTWO
+354.2%
+1,095.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.3% | -9.5% | -6.5% |
| 7D | -3.8% | +15.2% | -19.0% | -13.0% |
| 30D | -20.5% | +5.2% | -25.8% | -24.0% |
| 3M | -14.6% | -11.4% | -3.2% | -9.5% |
| 6M | -14.7% | +1.9% | -16.6% | -18.9% |
| YTD | +11.2% | -12.3% | +23.5% | +15.6% |
| 1Y | +7.1% | -4.0% | +11.1% | +4.6% |
| 3Y | +141.1% | +51.9% | +89.2% | +66.9% |
| 5Y | +84.3% | +22.9% | +61.4% | +42.8% |
| 10Y | +1,450.1% | +378.6% | +1,071.5% | +503.3% |
| All | +1,450.1% | +354.2% | +1,095.9% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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