+2,069.3%
CMCSA vs TMO
+8,131.0%
-6,061.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.1% | -6.8% |
| 7D | -8.3% | -0.5% | -7.8% | -8.2% |
| 30D | -2.4% | +1.0% | -3.4% | -2.8% |
| 3M | +4.5% | +22.7% | -18.2% | -3.5% |
| 6M | -18.8% | +19.0% | -37.8% | -24.9% |
| YTD | -8.9% | +4.7% | -13.7% | -12.1% |
| 1Y | -18.3% | +26.0% | -44.3% | -26.6% |
| 3Y | -35.0% | +18.0% | -53.0% | -41.6% |
| 5Y | -48.2% | +8.0% | -56.1% | -53.0% |
| 10Y | +4.6% | +333.8% | -329.2% | -46.9% |
| All | +2,069.3% | +8,131.0% | -6,061.8% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling