-33.8%
CMCSA vs TEL
+65.7%
-99.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -2.3% | -3.3% | -5.1% |
| 30D | -1.9% | -6.1% | +4.2% | -0.8% |
| 3M | +6.4% | +1.7% | +4.7% | +5.7% |
| 6M | -16.9% | +1.6% | -18.5% | -18.2% |
| YTD | -6.8% | -9.1% | +2.3% | -6.2% |
| 1Y | -15.9% | -1.7% | -14.2% | -18.0% |
| All | -33.8% | +65.7% | -99.5% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling