-18.3%
CMCSA vs TSLQ
-97.3%
+79.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | -1.0% |
| 7D | +0.1% | -8.6% | +8.7% | -0.3% |
| 30D | +3.8% | -24.9% | +28.7% | +2.4% |
| 3M | +12.3% | -1.5% | +13.8% | +13.3% |
| 6M | -15.4% | -18.1% | +2.7% | -15.1% |
| YTD | -2.5% | -0.1% | -2.4% | -0.8% |
| 1Y | -13.4% | -51.4% | +38.0% | -14.8% |
| 3Y | -30.4% | -95.9% | +65.6% | -36.4% |
| All | -18.3% | -97.3% | +79.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TSLQ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling