-48.2%
CMCSA vs TE
-43.0%
-5.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.0% | -3.6% | -6.5% |
| 7D | -8.3% | +15.0% | -23.3% | -8.6% |
| 30D | -2.4% | -7.5% | +5.1% | -2.3% |
| 3M | +4.5% | -42.0% | +46.5% | +5.7% |
| 6M | -18.8% | -31.4% | +12.7% | -19.0% |
| YTD | -8.9% | -26.5% | +17.6% | -9.9% |
| 1Y | -18.3% | +153.1% | -171.4% | -24.8% |
| 3Y | -35.0% | -20.7% | -14.3% | -38.8% |
| 5Y | -48.2% | -45.4% | -2.7% | -51.1% |
| All | -48.2% | -43.0% | -5.1% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling