-15.6%
CMCSA vs TNA
+52.8%
-68.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -4.9% | -7.3% | +2.4% | -4.5% |
| 30D | -1.1% | -14.2% | +13.1% | -0.3% |
| 3M | +6.6% | -4.6% | +11.1% | +6.7% |
| 6M | -15.5% | +36.9% | -52.4% | -17.1% |
| YTD | -6.7% | +42.5% | -49.2% | -9.2% |
| 1Y | -15.6% | +45.8% | -61.4% | -18.2% |
| All | -15.6% | +52.8% | -68.4% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling