-29.9%
CMCSA vs TAP
-28.6%
-1.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.4% |
| 30D | +7.0% | -2.1% | +9.2% | +7.7% |
| 3M | +15.1% | +6.6% | +8.5% | +13.0% |
| 6M | -15.4% | -11.5% | -3.9% | -12.6% |
| YTD | -1.9% | -10.3% | +8.4% | +0.7% |
| 1Y | -12.7% | -14.4% | +1.7% | -9.4% |
| All | -29.9% | -28.6% | -1.4% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling