+6.1%
CMCSA vs TNA
+86.1%
-80.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -4.9% | -7.3% | +2.4% | -3.5% |
| 30D | -1.1% | -14.2% | +13.1% | +1.8% |
| 3M | +6.6% | -4.6% | +11.1% | +7.1% |
| 6M | -15.5% | +36.9% | -52.4% | -21.8% |
| YTD | -6.7% | +42.5% | -49.2% | -14.9% |
| 1Y | -15.6% | +45.8% | -61.4% | -24.2% |
| 3Y | -33.7% | +104.7% | -138.3% | -48.8% |
| 5Y | -46.6% | -21.7% | -24.9% | -53.8% |
| All | +6.1% | +86.1% | -80.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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