+468.2%
CMCSA vs TMF
-68.9%
+537.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -2.3% |
| 30D | +7.0% | -2.8% | +9.9% | +6.7% |
| 3M | +15.1% | -10.9% | +26.0% | +13.7% |
| 6M | -15.4% | -21.3% | +6.0% | -17.4% |
| YTD | -1.9% | -15.9% | +14.0% | -3.6% |
| 1Y | -12.7% | -15.7% | +3.0% | -14.1% |
| 3Y | -31.0% | -43.4% | +12.4% | -34.0% |
| 5Y | -46.1% | -87.8% | +41.7% | -57.9% |
| 10Y | +10.8% | -86.7% | +97.6% | -5.3% |
| All | +468.2% | -68.9% | +537.1% | +557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling