+201.1%
CMCSA vs TPR
+7,380.8%
-7,179.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | +7.0% | -23.0% | +30.0% | +13.7% |
| 3M | +15.1% | -12.5% | +27.6% | +18.2% |
| 6M | -15.4% | -21.4% | +6.1% | -11.2% |
| YTD | -1.9% | -3.5% | +1.6% | -2.8% |
| 1Y | -12.7% | +17.4% | -30.1% | -18.4% |
| 3Y | -31.0% | +291.3% | -322.3% | -54.9% |
| 5Y | -46.1% | +241.9% | -288.0% | -64.9% |
| 10Y | +10.8% | +322.7% | -311.8% | -40.8% |
| All | +201.1% | +7,380.8% | -7,179.7% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling