-23.4%
CMCSA vs TEM
+53.2%
-76.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.7% | -1.9% | -6.4% |
| 7D | -8.3% | -1.1% | -7.2% | -8.2% |
| 30D | -2.4% | +11.3% | -13.7% | -3.0% |
| 3M | +4.5% | +25.5% | -21.0% | +3.1% |
| 6M | -18.8% | +17.1% | -35.9% | -19.9% |
| YTD | -8.9% | +3.8% | -12.7% | -9.8% |
| 1Y | -18.3% | -24.4% | +6.1% | -18.0% |
| All | -23.4% | +53.2% | -76.6% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling