-15.6%
CMCSA vs TE
+149.2%
-164.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -4.9% | +0.2% | -5.1% | -4.8% |
| 30D | -1.1% | -5.9% | +4.9% | -1.1% |
| 3M | +6.6% | -45.6% | +52.1% | +6.0% |
| 6M | -15.5% | -43.4% | +27.9% | -15.7% |
| YTD | -6.7% | -31.0% | +24.3% | -6.8% |
| 1Y | -15.6% | +145.2% | -160.8% | -14.7% |
| All | -15.6% | +149.2% | -164.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling