+1.8%
CMCSA vs TLN
-17.6%
+19.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.5% | +13.5% | +4.0% |
| 7D | +15.2% | -6.0% | +21.2% | +14.5% |
| 30D | +17.0% | -1.5% | +18.5% | +16.9% |
| 3M | +1.2% | -3.9% | +5.1% | +1.0% |
| 6M | -5.5% | -15.0% | +9.5% | -6.5% |
| YTD | -6.5% | -12.8% | +6.3% | -6.1% |
| 1Y | +1.8% | -17.3% | +19.1% | +0.6% |
| All | +1.8% | -17.6% | +19.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling