+259.1%
CMCSA vs TKO
+1,406.3%
-1,147.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -6.2% |
| 7D | -8.3% | +0.7% | -9.0% | -8.4% |
| 30D | -2.4% | +0.9% | -3.3% | -2.6% |
| 3M | +4.5% | -6.2% | +10.7% | +5.6% |
| 6M | -18.8% | -5.6% | -13.1% | -18.2% |
| YTD | -8.9% | -7.8% | -1.1% | -8.1% |
| 1Y | -18.3% | -1.2% | -17.1% | -18.8% |
| 3Y | -35.0% | +106.5% | -141.5% | -45.1% |
| 5Y | -48.2% | +310.4% | -358.5% | -62.5% |
| 10Y | +4.6% | +987.5% | -983.0% | -41.6% |
| All | +259.1% | +1,406.3% | -1,147.2% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling