-43.0%
CMCSA vs TOST
-47.7%
+4.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.7% | -3.6% | +4.3% | +1.2% |
| 30D | +21.0% | +8.9% | +12.1% | +19.7% |
| 3M | -0.9% | -2.2% | +1.3% | -0.7% |
| 6M | +2.9% | +41.0% | -38.1% | -1.5% |
| YTD | -5.9% | -4.0% | -1.9% | -6.3% |
| 1Y | +2.5% | -9.6% | +12.1% | +2.8% |
| 3Y | -28.3% | +141.7% | -169.9% | -37.0% |
| 5Y | -40.8% | -29.5% | -11.3% | -45.4% |
| All | -43.0% | -47.7% | +4.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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