+10.2%
CMCSA vs TMF
-86.8%
+97.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | +1.0% | -0.9% | +0.2% |
| 30D | +3.8% | -1.8% | +5.7% | +3.7% |
| 3M | +12.3% | -8.2% | +20.6% | +11.9% |
| 6M | -15.4% | -19.5% | +4.1% | -16.2% |
| YTD | -2.5% | -16.0% | +13.5% | -3.2% |
| 1Y | -13.4% | -22.5% | +9.1% | -14.3% |
| 3Y | -30.4% | -42.3% | +11.9% | -31.7% |
| 5Y | -45.0% | -87.7% | +42.7% | -53.6% |
| 10Y | +10.2% | -86.5% | +96.7% | +3.6% |
| All | +10.2% | -86.8% | +97.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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