-43.2%
CMCSA vs TOST
-46.1%
+2.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +12.0% | +11.6% | +0.4% | +10.5% |
| 30D | +17.5% | +16.2% | +1.3% | +15.3% |
| 3M | +2.4% | +1.0% | +1.3% | +2.1% |
| 6M | -2.9% | +23.2% | -26.1% | -5.7% |
| YTD | -6.2% | -1.0% | -5.2% | -6.9% |
| 1Y | +0.4% | -9.9% | +10.3% | +0.7% |
| 3Y | -30.6% | +101.0% | -131.6% | -37.9% |
| 5Y | -41.2% | -40.4% | -0.8% | -45.4% |
| All | -43.2% | -46.1% | +2.9% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling