+282.9%
QCOM vs TTWO
+406.5%
-123.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +7.8% | +0.4% | +7.5% | +7.7% |
| 30D | +12.2% | -11.3% | +23.5% | +16.8% |
| 3M | -9.9% | +1.6% | -11.5% | -11.0% |
| 6M | +36.9% | +2.1% | +34.8% | +33.3% |
| YTD | +8.0% | -15.8% | +23.9% | +12.6% |
| 1Y | +15.0% | -12.6% | +27.6% | +17.9% |
| 3Y | +75.8% | +48.2% | +27.6% | +44.5% |
| 5Y | +42.2% | +40.0% | +2.2% | +15.4% |
| All | +282.9% | +406.5% | -123.6% | +125.9% |
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