+2,117.3%
CMCSA vs TAP
+813.1%
+1,304.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +4.6% | -4.5% | +9.1% | +5.7% |
| 30D | +19.8% | +7.5% | +12.3% | +17.8% |
| 3M | -0.3% | -4.9% | +4.6% | +0.8% |
| 6M | +0.3% | -3.5% | +3.8% | +1.0% |
| YTD | -6.9% | -11.4% | +4.5% | -4.7% |
| 1Y | +2.6% | -10.8% | +13.4% | +4.8% |
| 3Y | -29.0% | -24.5% | -4.6% | -25.3% |
| 5Y | -42.0% | +2.5% | -44.4% | -43.7% |
| 10Y | +6.4% | -47.6% | +54.0% | +14.9% |
| All | +2,117.3% | +813.1% | +1,304.2% | +1,185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling