-27.1%
CMCSA vs TMF
-32.2%
+5.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.5% |
| 7D | +3.2% | -9.3% | +12.4% | +3.8% |
| 30D | +19.5% | +1.9% | +17.6% | +19.5% |
| 3M | -2.4% | -11.2% | +8.8% | -1.8% |
| 6M | +3.8% | -17.7% | +21.6% | +4.7% |
| YTD | -5.4% | -24.5% | +19.1% | -4.3% |
| 1Y | +1.1% | -29.4% | +30.6% | +2.5% |
| 3Y | -27.1% | -33.4% | +6.3% | -22.0% |
| All | -27.1% | -32.2% | +5.1% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling