-13.0%
CMCSA vs TCOM
-23.2%
+10.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | +0.1% | -7.6% | +7.7% | +0.4% |
| 30D | +3.8% | -12.2% | +16.0% | +4.1% |
| 3M | +12.3% | -14.2% | +26.5% | +12.8% |
| All | -13.0% | -23.2% | +10.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2026-03-08 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
2026-03-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling