-33.7%
CMCSA vs TSLQ
-95.6%
+61.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -4.9% | -6.6% | +1.7% | -5.2% |
| 30D | -1.1% | -24.3% | +23.2% | -2.2% |
| 3M | +6.6% | -3.6% | +10.2% | +7.2% |
| 6M | -15.5% | -12.0% | -3.5% | -14.9% |
| YTD | -6.7% | +1.4% | -8.1% | -5.2% |
| 1Y | -15.6% | -43.6% | +28.0% | -16.2% |
| 3Y | -33.7% | -95.4% | +61.7% | -36.8% |
| All | -33.7% | -95.6% | +61.9% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling