+6.1%
CMCSA vs TDG
+547.7%
-541.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -4.9% | -1.9% | -3.0% | -4.3% |
| 30D | -1.1% | -7.7% | +6.6% | +1.2% |
| 3M | +6.6% | -9.3% | +15.9% | +9.3% |
| 6M | -15.5% | -9.4% | -6.1% | -13.6% |
| YTD | -6.7% | -14.3% | +7.6% | -3.4% |
| 1Y | -15.6% | -11.8% | -3.8% | -13.5% |
| 3Y | -33.7% | +52.0% | -85.7% | -43.5% |
| 5Y | -46.6% | +128.8% | -175.5% | -60.5% |
| All | +6.1% | +547.7% | -541.6% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling