+1,521.9%
CMCSA vs TTWO
+5,658.7%
-4,136.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.5% |
| 7D | -8.3% | -2.3% | -6.0% | -8.0% |
| 30D | -2.4% | -16.7% | +14.3% | -0.1% |
| 3M | +4.5% | -0.4% | +4.9% | +4.4% |
| 6M | -18.8% | -1.6% | -17.1% | -18.9% |
| YTD | -8.9% | -17.5% | +8.6% | -7.1% |
| 1Y | -18.3% | -14.8% | -3.5% | -17.1% |
| 3Y | -35.0% | +47.9% | -82.8% | -39.2% |
| 5Y | -48.2% | +34.5% | -82.6% | -51.6% |
| 10Y | +4.6% | +394.0% | -389.5% | -19.1% |
| All | +1,521.9% | +5,658.7% | -4,136.8% | +826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling