-13.4%
CMCSA vs TPR
+12.7%
-26.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | +0.1% | -3.4% | +3.5% | +0.4% |
| 30D | +3.8% | -27.3% | +31.1% | +6.4% |
| 3M | +12.3% | -16.2% | +28.6% | +13.2% |
| 6M | -15.4% | -17.9% | +2.5% | -14.7% |
| YTD | -2.5% | -7.1% | +4.6% | -2.8% |
| 1Y | -13.4% | +13.6% | -27.0% | -13.7% |
| All | -13.4% | +12.7% | -26.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TPR 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling