-46.7%
CMCSA vs TCOM
+21.5%
-68.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.4% |
| 7D | -5.6% | -6.5% | +1.0% | -5.1% |
| 30D | -1.9% | -16.2% | +14.4% | -0.6% |
| 3M | +6.4% | -19.3% | +25.8% | +7.9% |
| 6M | -16.9% | -27.2% | +10.3% | -15.2% |
| YTD | -6.8% | -46.2% | +39.4% | -2.9% |
| 1Y | -15.9% | -46.6% | +30.7% | -12.4% |
| 3Y | -33.4% | +8.4% | -41.8% | -36.0% |
| 5Y | -46.7% | +25.8% | -72.5% | -50.4% |
| All | -46.7% | +21.5% | -68.2% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling