+2,117.3%
CMCSA vs TFC
+2,523.9%
-406.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| 3M | -0.3% | -2.1% | +1.9% | +0.5% |
| 6M | +0.3% | +3.4% | -3.1% | -1.1% |
| YTD | -6.9% | +5.3% | -12.2% | -9.2% |
| 1Y | +2.6% | +16.2% | -13.6% | -3.5% |
| 3Y | -29.0% | +94.8% | -123.8% | -45.7% |
| 5Y | -42.0% | -0.7% | -41.3% | -45.3% |
| 10Y | +6.4% | +80.9% | -74.4% | -26.0% |
| All | +2,117.3% | +2,523.9% | -406.6% | +719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling