-33.8%
CMCSA vs TTWO
+51.8%
-85.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.1% |
| 7D | -5.6% | +1.3% | -6.9% | -5.7% |
| 30D | -1.9% | -13.4% | +11.5% | -0.5% |
| 3M | +6.4% | +3.1% | +3.3% | +6.2% |
| 6M | -16.9% | +3.8% | -20.7% | -17.3% |
| YTD | -6.8% | -15.3% | +8.5% | -5.0% |
| 1Y | -15.9% | -11.1% | -4.8% | -15.0% |
| All | -33.8% | +51.8% | -85.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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