-18.3%
CMCSA vs TAP
-19.6%
+1.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.3% |
| 7D | -8.3% | -5.1% | -3.2% | -6.7% |
| 30D | -2.4% | -8.4% | +6.0% | +0.3% |
| 3M | +4.5% | -3.9% | +8.4% | +5.9% |
| 6M | -18.8% | -14.4% | -4.4% | -15.6% |
| YTD | -8.9% | -14.7% | +5.8% | -5.4% |
| 1Y | -18.3% | -18.7% | +0.4% | -16.8% |
| All | -18.3% | -19.6% | +1.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling