+4.7%
CMCSA vs TD
+300.0%
-295.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.2% | +1.1% | +2.0% | +2.6% |
| 30D | +19.5% | +5.2% | +14.3% | +16.6% |
| 3M | -2.4% | +1.2% | -3.6% | -3.3% |
| 6M | +3.8% | +17.7% | -13.9% | -4.7% |
| YTD | -5.4% | +34.2% | -39.6% | -18.7% |
| 1Y | +1.1% | +55.4% | -54.3% | -19.2% |
| 3Y | -27.1% | +130.4% | -157.5% | -52.8% |
| 5Y | -40.3% | +101.8% | -142.1% | -59.2% |
| All | +4.7% | +300.0% | -295.3% | -47.6% |
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