+6.1%
CMCSA vs TD
+306.3%
-300.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -4.9% | -0.5% | -4.3% | -4.6% |
| 30D | -1.1% | -1.9% | +0.8% | -0.3% |
| 3M | +6.6% | +4.8% | +1.8% | +3.8% |
| 6M | -15.5% | +28.0% | -43.5% | -25.5% |
| YTD | -6.7% | +30.3% | -37.0% | -18.5% |
| 1Y | -15.6% | +59.8% | -75.4% | -33.5% |
| 3Y | -33.7% | +124.7% | -158.4% | -56.5% |
| 5Y | -46.6% | +127.0% | -173.6% | -65.8% |
| All | +6.1% | +306.3% | -300.2% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling