+1,547.1%
QQQ vs TTWO
+3,491.3%
-1,944.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.6% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | -1.4% | -13.4% | +12.0% | +1.5% |
| 3M | +2.3% | +3.1% | -0.8% | +1.2% |
| 6M | +16.9% | +3.8% | +13.1% | +15.2% |
| YTD | +15.6% | -15.3% | +30.9% | +18.7% |
| 1Y | +22.6% | -11.1% | +33.7% | +24.4% |
| 3Y | +93.5% | +52.0% | +41.6% | +73.8% |
| 5Y | +93.9% | +40.9% | +53.0% | +74.0% |
| 10Y | +564.6% | +407.6% | +156.9% | +353.8% |
| All | +1,547.1% | +3,491.3% | -1,944.2% | +461.2% |
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