+197.4%
CMCSA vs TDY
+6,954.6%
-6,757.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.2% |
| 7D | -8.3% | -1.8% | -6.4% | -7.8% |
| 30D | -2.4% | -13.8% | +11.3% | +1.4% |
| 3M | +4.5% | -3.9% | +8.4% | +5.4% |
| 6M | -18.8% | -9.0% | -9.8% | -17.1% |
| YTD | -8.9% | +16.5% | -25.5% | -13.2% |
| 1Y | -18.3% | +9.3% | -27.6% | -20.9% |
| 3Y | -35.0% | +45.1% | -80.1% | -42.0% |
| 5Y | -48.2% | +35.0% | -83.1% | -53.2% |
| 10Y | +4.6% | +469.0% | -464.4% | -35.5% |
| All | +197.4% | +6,954.6% | -6,757.2% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling