+10.2%
CMCSA vs THC
+952.2%
-942.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | +3.8% | -1.2% | +5.0% | +4.0% |
| 3M | +12.3% | +58.9% | -46.6% | +5.4% |
| 6M | -15.4% | +9.3% | -24.7% | -16.8% |
| YTD | -2.5% | +30.4% | -32.9% | -6.5% |
| 1Y | -13.4% | +34.6% | -48.0% | -17.6% |
| 3Y | -30.4% | +246.7% | -277.0% | -43.1% |
| 5Y | -45.0% | +244.5% | -289.6% | -56.3% |
| 10Y | +10.2% | +950.1% | -939.9% | -28.5% |
| All | +10.2% | +952.2% | -942.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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