-29.2%
CMCSA vs TPR
+292.1%
-321.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.8% |
| 30D | +7.0% | -23.0% | +30.0% | +10.3% |
| 3M | +15.1% | -12.5% | +27.6% | +16.4% |
| 6M | -15.4% | -21.4% | +6.1% | -13.4% |
| YTD | -1.9% | -3.5% | +1.6% | -2.6% |
| 1Y | -12.7% | +17.4% | -30.1% | -16.1% |
| All | -29.2% | +292.1% | -321.3% | -45.3% |
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