-17.2%
TTWO vs QSR
+23.8%
-41.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.5% | +1.7% | +5.7% |
| 7D | +7.0% | +5.2% | +1.8% | +5.6% |
| 30D | +2.7% | +12.2% | -9.5% | 0.0% |
| 3M | -13.0% | +7.0% | -20.1% | -14.3% |
| 6M | -7.2% | -0.3% | -6.9% | -7.5% |
| YTD | -18.4% | +18.0% | -36.4% | -21.1% |
| 1Y | -17.2% | +22.6% | -39.9% | -20.5% |
| All | -17.2% | +23.8% | -41.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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