-29.0%
CMCSA vs TFC
+95.4%
-124.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | +1.7% | +2.8% | +3.9% |
| 30D | +19.8% | +9.0% | +10.8% | +15.9% |
| 3M | -0.3% | -2.1% | +1.9% | +0.5% |
| 6M | +0.3% | +3.4% | -3.1% | -1.2% |
| YTD | -6.9% | +5.3% | -12.2% | -9.3% |
| 1Y | +2.6% | +16.2% | -13.6% | -3.9% |
| 3Y | -29.0% | +94.8% | -123.8% | -44.7% |
| All | -29.0% | +95.4% | -124.4% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling