-27.1%
CMCSA vs TPR
+403.8%
-430.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +19.5% | +15.1% | +4.4% | +17.1% |
| 3M | -2.4% | +3.5% | -5.9% | -3.1% |
| 6M | +3.8% | +0.4% | +3.4% | +2.9% |
| YTD | -5.4% | +4.6% | -10.0% | -7.3% |
| 1Y | +1.1% | +33.1% | -32.0% | -4.6% |
| 3Y | -27.1% | +396.0% | -423.1% | -49.1% |
| All | -27.1% | +403.8% | -430.9% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling