+49.2%
TTWO vs QS
-26.0%
+75.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.8% |
| 7D | +1.3% | -5.0% | +6.3% | +1.6% |
| 30D | -13.4% | -18.3% | +4.9% | -12.3% |
| 3M | +3.1% | -26.0% | +29.1% | +4.6% |
| 6M | +3.8% | -24.0% | +27.8% | +4.8% |
| YTD | -15.3% | -50.3% | +35.0% | -12.6% |
| 1Y | -11.1% | -38.0% | +26.9% | -9.9% |
| All | +49.2% | -26.0% | +75.2% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling