-45.0%
CMCSA vs TFC
+15.2%
-60.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +0.1% | +2.2% | -2.1% | -0.6% |
| 30D | +3.8% | -2.5% | +6.3% | +4.6% |
| 3M | +12.3% | +4.5% | +7.8% | +10.6% |
| 6M | -15.4% | +11.0% | -26.4% | -18.3% |
| YTD | -2.5% | +5.9% | -8.4% | -4.7% |
| 1Y | -13.4% | +14.6% | -27.9% | -17.6% |
| 3Y | -30.4% | +96.7% | -127.1% | -44.4% |
| 5Y | -45.0% | +15.6% | -60.6% | -50.1% |
| All | -45.0% | +15.2% | -60.2% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling