+3.2%
CMCSA vs TMUS
+246.8%
-243.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -0.6% | +6.5% | -7.1% | -3.2% |
| 30D | +18.8% | +11.3% | +7.5% | +13.5% |
| 3M | -1.1% | -2.9% | +1.8% | -0.6% |
| 6M | +2.5% | -10.5% | +13.1% | +6.2% |
| YTD | -6.7% | -14.4% | +7.7% | -2.0% |
| 1Y | 0.0% | -17.9% | +17.8% | +6.8% |
| 3Y | -28.9% | +21.9% | -50.8% | -37.2% |
| 5Y | -41.1% | +52.1% | -93.3% | -53.7% |
| All | +3.2% | +246.8% | -243.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling