-46.7%
CMCSA vs TNA
-26.1%
-20.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.9% |
| 7D | -5.6% | -7.6% | +2.0% | -4.3% |
| 30D | -1.9% | -13.6% | +11.8% | +0.5% |
| 3M | +6.4% | +2.8% | +3.6% | +5.5% |
| 6M | -16.9% | +34.5% | -51.4% | -22.1% |
| YTD | -6.8% | +41.0% | -47.8% | -13.9% |
| 1Y | -15.9% | +52.0% | -67.9% | -24.1% |
| 3Y | -33.4% | +103.5% | -136.9% | -47.3% |
| 5Y | -46.7% | -22.5% | -24.2% | -54.8% |
| All | -46.7% | -26.1% | -20.6% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling