+40.3%
QLD vs TTWO
-15.3%
+55.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | -1.8% | -16.7% | +14.9% | +3.5% |
| 3M | -0.1% | -0.4% | +0.3% | -1.5% |
| 6M | +32.6% | -1.6% | +34.2% | +29.4% |
| YTD | +27.9% | -17.5% | +45.4% | +34.0% |
| 1Y | +40.3% | -14.8% | +55.1% | +46.0% |
| All | +40.3% | -15.3% | +55.6% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling