+8,597.7%
QCOM vs TTWO
+6,089.9%
+2,507.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +13.0% | +6.4% | +6.6% | +11.6% |
| 30D | +0.2% | +13.3% | -13.1% | -2.4% |
| 3M | +9.2% | -6.6% | +15.8% | +10.3% |
| 6M | -15.0% | +0.4% | -15.4% | -15.8% |
| YTD | +5.2% | -11.4% | +16.5% | +6.3% |
| 1Y | +2.4% | -5.6% | +7.9% | +2.2% |
| 3Y | +52.0% | +53.5% | -1.5% | +37.1% |
| 5Y | +19.7% | +20.8% | -1.1% | +11.5% |
| 10Y | +246.9% | +373.3% | -126.4% | +150.8% |
| All | +8,597.7% | +6,089.9% | +2,507.7% | +3,698.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling