-15.9%
CMCSA vs TFC
+16.0%
-31.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -5.6% | -2.5% | -3.1% | -4.8% |
| 30D | -1.9% | -2.8% | +1.0% | -1.0% |
| 3M | +6.4% | +2.1% | +4.3% | +5.8% |
| 6M | -16.9% | +10.1% | -27.0% | -18.7% |
| YTD | -6.8% | +5.4% | -12.2% | -8.9% |
| 1Y | -15.9% | +16.3% | -32.2% | -21.8% |
| All | -15.9% | +16.0% | -31.9% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling