+6.4%
CMCSA vs TAP
-48.8%
+55.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +4.6% | -4.5% | +9.1% | +6.1% |
| 30D | +19.8% | +7.5% | +12.3% | +17.0% |
| 3M | -0.3% | -4.9% | +4.6% | +1.2% |
| 6M | +0.3% | -3.5% | +3.8% | +1.2% |
| YTD | -6.9% | -11.4% | +4.5% | -3.9% |
| 1Y | +2.6% | -10.8% | +13.4% | +5.5% |
| 3Y | -29.0% | -24.5% | -4.6% | -24.0% |
| 5Y | -42.0% | +2.5% | -44.4% | -45.1% |
| 10Y | +6.4% | -47.6% | +54.0% | +8.7% |
| All | +6.4% | -48.8% | +55.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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