+304.8%
CMCSA vs TCOM
+2,658.7%
-2,353.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.1% | -7.6% | +7.7% | +1.3% |
| 30D | +3.8% | -12.2% | +16.0% | +5.8% |
| 3M | +12.3% | -14.2% | +26.5% | +14.5% |
| 6M | -15.4% | -25.0% | +9.6% | -12.1% |
| YTD | -2.5% | -43.7% | +41.2% | +5.1% |
| 1Y | -13.4% | -44.5% | +31.2% | -6.5% |
| 3Y | -30.4% | +13.4% | -43.8% | -34.6% |
| 5Y | -45.0% | +26.5% | -71.5% | -51.7% |
| 10Y | +10.2% | -10.3% | +20.5% | -3.0% |
| All | +304.8% | +2,658.7% | -2,353.8% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling