-18.8%
CMCSA vs TDY
-7.1%
-11.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.4% |
| 7D | -8.3% | -1.8% | -6.4% | -8.1% |
| 30D | -2.4% | -13.8% | +11.3% | -1.0% |
| 3M | +4.5% | -3.9% | +8.4% | +4.4% |
| 6M | -18.8% | -9.0% | -9.8% | -18.4% |
| All | -18.8% | -7.1% | -11.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 6mo: compounded portfolio wealth divided by compounded TDY 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…
6mo analysis · Full analysis span regression · 6 months rolling