+23.0%
TTWO vs QS
-46.4%
+69.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +0.4% | -3.6% | +4.0% | +0.6% |
| 30D | -11.3% | -17.2% | +5.9% | -10.4% |
| 3M | +1.6% | -27.0% | +28.6% | +3.2% |
| 6M | +2.1% | -24.6% | +26.6% | +3.1% |
| YTD | -15.8% | -49.3% | +33.5% | -13.2% |
| 1Y | -12.6% | -40.3% | +27.7% | -11.4% |
| 3Y | +48.2% | -23.8% | +72.0% | +42.5% |
| 5Y | +40.0% | -75.0% | +114.9% | +36.8% |
| All | +23.0% | -46.4% | +69.4% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling