-23.7%
CMCSA vs TE
-53.0%
+29.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -2.1% | -4.0% | +1.9% | -2.0% |
| 30D | +7.0% | -15.9% | +22.9% | +7.4% |
| 3M | +15.1% | -60.5% | +75.6% | +17.6% |
| 6M | -15.4% | -35.2% | +19.9% | -15.4% |
| YTD | -1.9% | -31.1% | +29.2% | -2.7% |
| 1Y | -12.7% | +148.6% | -161.4% | -19.2% |
| 3Y | -31.0% | -26.4% | -4.6% | -35.2% |
| 5Y | -46.1% | -48.0% | +1.9% | -48.5% |
| All | -23.7% | -53.0% | +29.2% | -23.4% |
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