-35.3%
CMCSA vs TE
-22.1%
-13.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.0% | -3.6% | -6.6% |
| 7D | -8.3% | +15.0% | -23.3% | -8.5% |
| 30D | -2.4% | -7.5% | +5.1% | -2.3% |
| 3M | +4.5% | -42.0% | +46.5% | +5.3% |
| 6M | -18.8% | -31.4% | +12.7% | -18.9% |
| YTD | -8.9% | -26.5% | +17.6% | -9.7% |
| 1Y | -18.3% | +153.1% | -171.4% | -23.3% |
| All | -35.3% | -22.1% | -13.2% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling