-31.0%
CMCSA vs TOST
+96.7%
-127.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.0% |
| 7D | +5.0% | +9.4% | -4.4% | +3.6% |
| 30D | +16.5% | +13.5% | +3.0% | +14.3% |
| 3M | -1.6% | -0.1% | -1.4% | -1.7% |
| 6M | -5.0% | +22.5% | -27.5% | -8.0% |
| YTD | -8.3% | -2.4% | -5.9% | -8.7% |
| 1Y | +0.4% | -4.7% | +5.1% | +0.2% |
| 3Y | -31.0% | +103.2% | -134.2% | -37.9% |
| All | -31.0% | +96.7% | -127.6% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling