-42.1%
CMCSA vs TPR
+253.5%
-295.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | +5.0% | +14.2% | -9.2% | +2.4% |
| 30D | +16.5% | +17.1% | -0.6% | +13.0% |
| 3M | -1.6% | -17.7% | +16.1% | +1.4% |
| 6M | -5.0% | -10.2% | +5.1% | -4.1% |
| YTD | -8.3% | +4.9% | -13.2% | -10.6% |
| 1Y | +0.4% | +36.1% | -35.7% | -7.4% |
| 3Y | -31.0% | +416.5% | -447.4% | -54.9% |
| All | -42.1% | +253.5% | -295.6% | -60.7% |
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 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