+431.3%
CMCSA vs TMF
-69.2%
+500.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.3% |
| 7D | +5.0% | +1.2% | +3.8% | +5.2% |
| 30D | +16.5% | +19.7% | -3.3% | +18.7% |
| 3M | -1.6% | -2.1% | +0.5% | -1.8% |
| 6M | -5.0% | -13.4% | +8.4% | -6.5% |
| YTD | -8.3% | -16.7% | +8.5% | -9.9% |
| 1Y | +0.4% | -23.3% | +23.7% | -2.3% |
| 3Y | -31.0% | -24.8% | -6.2% | -31.7% |
| 5Y | -42.5% | -88.0% | +45.5% | -55.4% |
| 10Y | +12.6% | -84.7% | +97.3% | -1.3% |
| All | +431.3% | -69.2% | +500.5% | +514.0% |
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 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