+12.1%
QLD vs TTWO
-5.8%
+18.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.3% |
| 7D | +12.5% | +6.4% | +6.1% | +11.2% |
| 30D | -15.7% | +13.3% | -29.0% | -18.1% |
| 3M | -11.9% | -6.6% | -5.3% | -10.0% |
| 6M | -10.3% | +0.4% | -10.7% | -11.5% |
| YTD | +15.6% | -11.4% | +27.0% | +21.3% |
| 1Y | +12.1% | -5.6% | +17.7% | +11.3% |
| All | +12.1% | -5.8% | +18.0% | +11.3% |
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 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