-46.7%
CMCSA vs TD
+122.4%
-169.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.0% |
| 7D | -5.6% | -2.6% | -3.0% | -4.5% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | +6.4% | +5.6% | +0.8% | +3.7% |
| 6M | -16.9% | +27.1% | -44.0% | -25.2% |
| YTD | -6.8% | +29.4% | -36.2% | -16.8% |
| 1Y | -15.9% | +60.7% | -76.6% | -31.7% |
| 3Y | -33.4% | +127.6% | -161.0% | -54.1% |
| 5Y | -46.7% | +125.4% | -172.1% | -65.1% |
| All | -46.7% | +122.4% | -169.1% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling