-42.1%
CMCSA vs TOST
-38.4%
-3.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.1% |
| 7D | +5.0% | +9.4% | -4.4% | +3.9% |
| 30D | +16.5% | +13.5% | +3.0% | +14.6% |
| 3M | -1.6% | -0.1% | -1.4% | -1.7% |
| 6M | -5.0% | +22.5% | -27.5% | -7.7% |
| YTD | -8.3% | -2.4% | -5.9% | -8.8% |
| 1Y | +0.4% | -4.7% | +5.1% | 0.0% |
| 3Y | -31.0% | +103.2% | -134.2% | -38.2% |
| All | -42.1% | -38.4% | -3.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling