+394.9%
TTWO vs QID
-99.2%
+494.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -1.4% |
| 7D | +0.4% | +1.3% | -0.9% | +0.8% |
| 30D | -11.3% | +2.9% | -14.3% | -10.3% |
| 3M | +1.6% | -0.7% | +2.3% | +2.0% |
| 6M | +2.1% | -29.7% | +31.8% | -9.5% |
| YTD | -15.8% | -27.9% | +12.0% | -24.1% |
| 1Y | -12.6% | -34.6% | +22.0% | -23.6% |
| 3Y | +48.2% | -73.5% | +121.7% | -2.3% |
| 5Y | +40.0% | -81.0% | +121.0% | -6.2% |
| All | +394.9% | -99.2% | +494.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling