+510.4%
CMCSA vs TNA
+990.0%
-479.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +0.1% | +4.1% | -4.0% | -0.8% |
| 30D | +3.8% | -7.6% | +11.5% | +5.5% |
| 3M | +12.3% | +8.1% | +4.2% | +9.8% |
| 6M | -15.4% | +49.0% | -64.4% | -24.0% |
| YTD | -2.5% | +51.7% | -54.2% | -13.5% |
| 1Y | -13.4% | +59.6% | -73.0% | -24.9% |
| 3Y | -30.4% | +118.9% | -149.3% | -48.7% |
| 5Y | -45.0% | -19.2% | -25.8% | -53.8% |
| 10Y | +10.2% | +77.2% | -67.0% | -41.0% |
| All | +510.4% | +990.0% | -479.6% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling