-47.2%
CMCSA vs TDG
+126.1%
-173.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -4.9% | -1.9% | -3.0% | -4.4% |
| 30D | -1.1% | -7.7% | +6.6% | +1.1% |
| 3M | +6.6% | -9.3% | +15.9% | +9.2% |
| 6M | -15.5% | -9.4% | -6.1% | -13.6% |
| YTD | -6.7% | -14.3% | +7.6% | -3.5% |
| 1Y | -15.6% | -11.8% | -3.8% | -13.6% |
| 3Y | -33.7% | +52.0% | -85.7% | -45.5% |
| All | -47.2% | +126.1% | -173.3% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling