-1.8%
CMCSA vs TENB
+22.6%
-24.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +3.2% | -3.3% | +6.4% | +3.5% |
| 30D | +19.5% | +6.9% | +12.6% | +18.1% |
| 3M | -2.4% | +1.8% | -4.2% | -3.5% |
| 6M | +3.8% | +98.1% | -94.2% | -7.3% |
| YTD | -5.4% | +73.2% | -78.6% | -14.7% |
| 1Y | +1.1% | +50.7% | -49.6% | -6.9% |
| 3Y | -27.1% | +9.3% | -36.5% | -30.5% |
| 5Y | -40.3% | -25.1% | -15.2% | -41.9% |
| All | -1.8% | +22.6% | -24.4% | -20.9% |
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 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