-44.8%
CMCSA vs TAP
+2.2%
-47.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 6M | -15.4% | -11.5% | -3.9% | -12.7% |
| YTD | -1.9% | -10.3% | +8.4% | +0.6% |
| 1Y | -12.7% | -14.4% | +1.7% | -9.5% |
| 3Y | -31.0% | -28.3% | -2.7% | -25.6% |
| All | -44.8% | +2.2% | -47.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling