+38.9%
QCOM vs TTWO
+33.4%
+5.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +4.4% | -2.3% | +6.7% | +5.1% |
| 30D | +9.4% | -16.7% | +26.1% | +15.9% |
| 3M | -13.7% | -0.4% | -13.2% | -14.2% |
| 6M | +28.9% | -1.6% | +30.5% | +26.9% |
| YTD | +4.7% | -17.5% | +22.3% | +9.9% |
| 1Y | +13.5% | -14.8% | +28.3% | +17.3% |
| 3Y | +77.1% | +47.9% | +29.2% | +43.9% |
| 5Y | +38.9% | +34.5% | +4.4% | +14.5% |
| All | +38.9% | +33.4% | +5.5% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling