-15.9%
CMCSA vs TTMI
+151.8%
-167.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.2% |
| 7D | -5.6% | +6.0% | -11.6% | -4.9% |
| 30D | -1.9% | -6.4% | +4.6% | -2.3% |
| 3M | +6.4% | -28.9% | +35.4% | +4.5% |
| 6M | -16.9% | +26.9% | -43.8% | -14.3% |
| YTD | -6.8% | +77.3% | -84.1% | -0.7% |
| 1Y | -15.9% | +147.5% | -163.4% | -7.8% |
| All | -15.9% | +151.8% | -167.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling