-24.7%
CMCSA vs TLN
+589.3%
-614.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.6% |
| 7D | -8.3% | +5.8% | -14.1% | -8.2% |
| 30D | -2.4% | -6.9% | +4.4% | -2.5% |
| 3M | +4.5% | -10.9% | +15.4% | +4.3% |
| 6M | -18.8% | -4.6% | -14.2% | -18.9% |
| YTD | -8.9% | -14.7% | +5.8% | -9.0% |
| 1Y | -18.3% | -17.9% | -0.4% | -18.4% |
| 3Y | -35.0% | +483.9% | -518.8% | -41.4% |
| All | -24.7% | +589.3% | -614.1% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling