+1,710.4%
NXPI vs TTWO
+1,940.0%
-229.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.4% |
| 30D | -4.3% | -16.7% | +12.4% | +2.4% |
| 3M | -24.7% | -0.4% | -24.2% | -25.2% |
| 6M | +9.7% | -1.6% | +11.4% | +8.5% |
| YTD | +3.8% | -17.5% | +21.3% | +9.3% |
| 1Y | +1.6% | -14.8% | +16.4% | +5.3% |
| 3Y | +16.0% | +47.9% | -31.8% | -5.3% |
| 5Y | +16.1% | +34.5% | -18.3% | -5.2% |
| 10Y | +211.4% | +394.0% | -182.6% | +29.8% |
| All | +1,710.4% | +1,940.0% | -229.6% | +235.3% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling