+48.2%
TTWO vs QSR
+25.8%
+22.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -4.0% | +4.4% | +1.1% |
| 30D | -11.3% | +2.8% | -14.1% | -11.8% |
| 3M | +1.6% | +5.1% | -3.5% | +0.5% |
| 6M | +2.1% | +8.8% | -6.7% | -0.1% |
| YTD | -15.8% | +14.8% | -30.7% | -18.5% |
| 1Y | -12.6% | +25.7% | -38.3% | -17.1% |
| 3Y | +48.2% | +27.5% | +20.7% | +35.1% |
| All | +48.2% | +25.8% | +22.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling