+242.6%
QCOM vs TTWO
+370.5%
-127.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +4.3% | +6.0% | -1.8% | +1.9% |
| 30D | -0.1% | +13.2% | -13.3% | -4.6% |
| 3M | +5.2% | -5.8% | +11.1% | +6.7% |
| 6M | -18.4% | +0.4% | -18.7% | -20.0% |
| YTD | +2.4% | -11.0% | +13.4% | +4.2% |
| 1Y | +0.9% | -4.1% | +5.0% | -0.4% |
| 3Y | +48.4% | +51.8% | -3.4% | +20.4% |
| 5Y | +16.6% | +21.3% | -4.7% | -0.7% |
| All | +242.6% | +370.5% | -127.9% | +82.9% |
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 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