+184.2%
QLD vs TTWO
+49.4%
+134.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +3.0% | -1.6% | +4.5% | +3.7% |
| 30D | -1.8% | -13.5% | +11.7% | +4.9% |
| 3M | -1.8% | +0.3% | -2.1% | -3.6% |
| 6M | +36.9% | +0.8% | +36.0% | +32.7% |
| YTD | +28.7% | -16.7% | +45.4% | +38.7% |
| 1Y | +41.9% | -14.3% | +56.2% | +49.7% |
| 3Y | +184.2% | +49.4% | +134.8% | +107.6% |
| All | +184.2% | +49.4% | +134.8% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling