-47.2%
CMCSA vs TKO
+291.2%
-338.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.9% | +2.3% | -7.2% | -5.2% |
| 30D | -1.1% | -2.5% | +1.4% | -0.7% |
| 3M | +6.6% | -10.6% | +17.2% | +8.0% |
| 6M | -15.5% | -5.1% | -10.4% | -15.2% |
| YTD | -6.7% | -8.2% | +1.5% | -6.1% |
| 1Y | -15.6% | -4.4% | -11.2% | -15.6% |
| 3Y | -33.7% | +100.4% | -134.1% | -40.6% |
| All | -47.2% | +291.2% | -338.4% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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