-26.4%
CMCSA vs TE
-80.5%
+54.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.5% |
| 7D | +3.2% | -19.1% | +22.2% | +3.6% |
| 30D | +19.5% | -34.1% | +53.7% | +20.5% |
| 3M | -2.4% | -60.1% | +57.7% | -0.5% |
| 6M | +3.8% | -66.0% | +69.8% | +5.3% |
| YTD | -5.4% | -71.4% | +66.0% | -4.4% |
| 1Y | +1.1% | -45.3% | +46.4% | -0.9% |
| 3Y | -27.1% | +9.1% | -36.3% | -34.6% |
| 5Y | -40.3% | -82.6% | +42.3% | -42.0% |
| All | -26.4% | -80.5% | +54.0% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling