+349.6%
CMCSA vs TDG
+12,853.5%
-12,503.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -5.6% | -2.7% | -2.9% | -4.6% |
| 30D | -1.9% | -9.3% | +7.4% | +1.5% |
| 3M | +6.4% | -7.1% | +13.5% | +8.9% |
| 6M | -16.9% | -11.2% | -5.8% | -14.1% |
| YTD | -6.8% | -15.3% | +8.5% | -2.4% |
| 1Y | -15.9% | -12.5% | -3.4% | -13.1% |
| 3Y | -33.4% | +51.2% | -84.6% | -44.9% |
| 5Y | -46.7% | +126.1% | -172.8% | -62.7% |
| 10Y | +7.0% | +536.2% | -529.2% | -54.4% |
| All | +349.6% | +12,853.5% | -12,503.9% | -45.3% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling