-15.6%
CMCSA vs TMO
+27.4%
-43.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.2% |
| 7D | -4.9% | -0.6% | -4.2% | -4.9% |
| 30D | -1.1% | +1.1% | -2.2% | -1.0% |
| 3M | +6.6% | +28.3% | -21.8% | +8.1% |
| 6M | -15.5% | +23.3% | -38.7% | -15.2% |
| YTD | -6.7% | +5.5% | -12.1% | -5.5% |
| 1Y | -15.6% | +24.5% | -40.1% | -15.5% |
| All | -15.6% | +27.4% | -43.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling