-12.7%
CMCSA vs TDG
-9.4%
-3.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.1% | -2.0% | -0.1% | -1.9% |
| 30D | +7.0% | -7.4% | +14.4% | +8.0% |
| 3M | +15.1% | -5.4% | +20.5% | +15.7% |
| 6M | -15.4% | -11.6% | -3.7% | -14.7% |
| YTD | -1.9% | -12.6% | +10.7% | -1.6% |
| 1Y | -12.7% | -9.3% | -3.4% | -12.8% |
| All | -12.7% | -9.4% | -3.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling