+6.1%
CMCSA vs TGT
+207.4%
-201.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.9% | -5.2% | +0.4% | -3.7% |
| 30D | -1.1% | +1.2% | -2.2% | -1.4% |
| 3M | +6.6% | +18.4% | -11.8% | +2.4% |
| 6M | -15.5% | +33.4% | -48.9% | -21.1% |
| YTD | -6.7% | +63.8% | -70.5% | -17.1% |
| 1Y | -15.6% | +77.2% | -92.8% | -26.5% |
| 3Y | -33.7% | +41.8% | -75.5% | -41.4% |
| 5Y | -46.6% | -25.5% | -21.1% | -46.2% |
| All | +6.1% | +207.4% | -201.3% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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