-44.8%
CMCSA vs TPR
+239.8%
-284.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.7% |
| 30D | +7.0% | -23.0% | +30.0% | +11.8% |
| 3M | +15.1% | -12.5% | +27.6% | +17.2% |
| 6M | -15.4% | -21.4% | +6.1% | -12.4% |
| YTD | -1.9% | -3.5% | +1.6% | -2.8% |
| 1Y | -12.7% | +17.4% | -30.1% | -17.2% |
| 3Y | -31.0% | +291.3% | -322.3% | -51.9% |
| All | -44.8% | +239.8% | -284.6% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling