-48.2%
CMCSA vs TTMI
+806.9%
-855.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.9% | -2.7% | -6.4% |
| 7D | -8.3% | +7.5% | -15.8% | -8.6% |
| 30D | -2.4% | -4.5% | +2.1% | -2.3% |
| 3M | +4.5% | -28.5% | +33.0% | +6.1% |
| 6M | -18.8% | +28.4% | -47.1% | -22.7% |
| YTD | -8.9% | +80.1% | -89.0% | -17.9% |
| 1Y | -18.3% | +161.0% | -179.3% | -31.8% |
| 3Y | -35.0% | +862.4% | -897.4% | -59.7% |
| 5Y | -48.2% | +812.9% | -861.1% | -68.1% |
| All | -48.2% | +806.9% | -855.1% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling