-46.7%
CMCSA vs TENB
-32.3%
-14.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +2.9% |
| 7D | -5.6% | -7.1% | +1.6% | -4.8% |
| 30D | -1.9% | -15.4% | +13.5% | -0.3% |
| 3M | +6.4% | +19.5% | -13.1% | +3.4% |
| 6M | -16.9% | +54.8% | -71.7% | -22.2% |
| YTD | -6.8% | +36.1% | -42.9% | -11.4% |
| 1Y | -15.9% | +7.0% | -22.9% | -17.4% |
| 3Y | -33.4% | -27.6% | -5.9% | -32.1% |
| 5Y | -46.7% | -30.5% | -16.2% | -49.9% |
| All | -46.7% | -32.3% | -14.4% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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