+2,121.8%
CMCSA vs TECH
+101,626.4%
-99,504.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +18.8% | +0.5% | +18.3% | +18.7% |
| 3M | -1.1% | +1.0% | -2.1% | -1.3% |
| 6M | +2.5% | +54.1% | -51.5% | -5.7% |
| YTD | -6.7% | +24.4% | -31.1% | -11.9% |
| 1Y | 0.0% | +19.3% | -19.3% | -5.0% |
| 3Y | -28.9% | +28.5% | -57.4% | -35.0% |
| 5Y | -41.1% | -41.0% | -0.2% | -39.1% |
| 10Y | +4.5% | +189.3% | -184.9% | -20.3% |
| All | +2,121.8% | +101,626.4% | -99,504.6% | +617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling