-44.8%
CMCSA vs TT
+140.2%
-185.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +7.0% | -7.2% | +14.2% | +8.8% |
| 3M | +15.1% | -3.0% | +18.1% | +15.2% |
| 6M | -15.4% | +1.4% | -16.7% | -16.5% |
| YTD | -1.9% | +15.9% | -17.8% | -6.9% |
| 1Y | -12.7% | +9.4% | -22.1% | -16.1% |
| 3Y | -31.0% | +124.4% | -155.4% | -49.8% |
| All | -44.8% | +140.2% | -185.0% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling