-20.4%
CMCSA vs TEM
+79.0%
-99.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.1% | +1.6% |
| 7D | +3.2% | -5.9% | +9.0% | +3.3% |
| 30D | +19.5% | +4.8% | +14.7% | +19.1% |
| 3M | -2.4% | +31.9% | -34.3% | -4.0% |
| 6M | +3.8% | +56.0% | -52.1% | +1.1% |
| YTD | -5.4% | +21.3% | -26.6% | -7.2% |
| 1Y | +1.1% | +5.4% | -4.3% | -0.2% |
| All | -20.4% | +79.0% | -99.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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