+8,229.2%
QLD vs TTWO
+1,659.1%
+6,570.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.7% | +3.2% |
| 7D | -1.2% | +10.7% | -11.9% | -6.6% |
| 30D | -15.7% | +10.8% | -26.5% | -20.5% |
| 3M | -10.0% | -7.7% | -2.4% | -7.8% |
| 6M | -11.2% | +4.4% | -15.7% | -15.4% |
| YTD | +16.4% | -9.7% | +26.0% | +18.4% |
| 1Y | +12.7% | -3.9% | +16.6% | +11.2% |
| 3Y | +152.3% | +56.4% | +95.9% | +92.5% |
| 5Y | +91.8% | +24.6% | +67.2% | +61.7% |
| 10Y | +1,520.2% | +382.4% | +1,137.8% | +652.0% |
| All | +8,229.2% | +1,659.1% | +6,570.1% | +1,728.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling