+6.4%
CMCSA vs TMF
-82.2%
+88.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +0.8% |
| 7D | +4.6% | -1.1% | +5.6% | +4.5% |
| 30D | +19.8% | +11.8% | +8.0% | +20.4% |
| 3M | -0.3% | -4.0% | +3.8% | -0.4% |
| 6M | +0.3% | -16.5% | +16.8% | -0.5% |
| YTD | -6.9% | -19.9% | +13.0% | -7.8% |
| 1Y | +2.6% | -25.6% | +28.2% | +1.3% |
| 3Y | -29.0% | -29.9% | +0.8% | -29.4% |
| 5Y | -42.0% | -88.2% | +46.3% | -51.4% |
| 10Y | +6.4% | -81.7% | +88.2% | -1.4% |
| All | +6.4% | -82.2% | +88.7% | -1.4% |
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