+4.6%
CMCSA vs TFC
+97.4%
-92.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.3% |
| 7D | -8.3% | -1.3% | -7.0% | -7.9% |
| 30D | -2.4% | -2.3% | -0.1% | -1.7% |
| 3M | +4.5% | +2.5% | +2.0% | +3.6% |
| 6M | -18.8% | +9.5% | -28.2% | -21.4% |
| YTD | -8.9% | +5.1% | -14.0% | -10.9% |
| 1Y | -18.3% | +15.5% | -33.8% | -22.7% |
| 3Y | -35.0% | +95.2% | -130.1% | -49.1% |
| 5Y | -48.2% | +14.5% | -62.6% | -52.7% |
| 10Y | +4.6% | +97.2% | -92.6% | -25.7% |
| All | +4.6% | +97.4% | -92.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling