-28.0%
CMCSA vs TT
+94.8%
-122.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.3% |
| 7D | +2.7% | +1.7% | +0.9% | +2.6% |
| 30D | +18.6% | -11.8% | +30.5% | +19.6% |
| 3M | -1.8% | -12.6% | +10.7% | -1.0% |
| 6M | -0.7% | -9.4% | +8.7% | -0.5% |
| YTD | -7.8% | +8.8% | -16.6% | -10.2% |
| 1Y | +0.7% | -2.5% | +3.3% | -0.4% |
| 3Y | -28.0% | +95.7% | -123.6% | -35.9% |
| All | -28.0% | +94.8% | -122.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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