-15.6%
CMCSA vs TEL
+1.5%
-17.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | 0.0% |
| 7D | -4.9% | +1.6% | -6.5% | -4.9% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | +6.6% | +2.4% | +4.1% | +6.3% |
| 6M | -15.5% | +4.1% | -19.6% | -15.9% |
| YTD | -6.7% | -5.8% | -0.9% | -7.4% |
| 1Y | -15.6% | +0.9% | -16.5% | -17.9% |
| All | -15.6% | +1.5% | -17.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling