+1.2%
CMCSA vs TENB
+1.4%
-0.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.1% | -5.0% | +5.1% | +0.8% |
| 30D | +3.8% | -7.4% | +11.2% | +4.6% |
| 3M | +12.3% | +22.3% | -10.0% | +8.2% |
| 6M | -15.4% | +60.2% | -75.6% | -22.2% |
| YTD | -2.5% | +43.2% | -45.7% | -9.1% |
| 1Y | -13.4% | +8.2% | -21.5% | -15.8% |
| 3Y | -30.4% | -23.8% | -6.6% | -29.8% |
| 5Y | -45.0% | -26.9% | -18.2% | -46.4% |
| All | +1.2% | +1.4% | -0.2% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling