-12.6%
TTWO vs QS
-36.7%
+24.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +0.4% | -3.6% | +4.0% | +0.7% |
| 30D | -11.3% | -17.2% | +5.9% | -9.8% |
| 3M | +1.6% | -27.0% | +28.6% | +3.9% |
| 6M | +2.1% | -24.6% | +26.6% | +3.4% |
| YTD | -15.8% | -49.3% | +33.5% | -12.6% |
| 1Y | -12.6% | -40.3% | +27.7% | -7.8% |
| All | -12.6% | -36.7% | +24.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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