-48.2%
CMCSA vs TECH
-42.1%
-6.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | +4.5% | +32.9% | -28.4% | 0.0% |
| 6M | -18.8% | +32.1% | -50.8% | -23.1% |
| YTD | -8.9% | +23.4% | -32.3% | -12.9% |
| 1Y | -18.3% | +34.1% | -52.4% | -23.5% |
| 3Y | -35.0% | +2.2% | -37.1% | -37.6% |
| 5Y | -48.2% | -41.8% | -6.3% | -47.2% |
| All | -48.2% | -42.1% | -6.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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