+223.9%
NXPI vs TTWO
+406.5%
-182.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | +1.4% | -11.3% | +12.7% | +5.2% |
| 3M | -21.5% | +1.6% | -23.1% | -22.5% |
| 6M | +19.4% | +2.1% | +17.3% | +16.8% |
| YTD | +9.9% | -15.8% | +25.8% | +14.3% |
| 1Y | +7.9% | -12.6% | +20.5% | +10.4% |
| 3Y | +22.7% | +48.2% | -25.5% | +3.3% |
| 5Y | +22.1% | +40.0% | -17.9% | +1.4% |
| All | +223.9% | +406.5% | -182.6% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling