+245.1%
CMCSA vs TTMI
+504.4%
-259.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -1.8% |
| 7D | -2.1% | +5.9% | -8.0% | -2.9% |
| 30D | +7.0% | -4.3% | +11.3% | +7.2% |
| 3M | +15.1% | -32.0% | +47.1% | +19.0% |
| 6M | -15.4% | +19.5% | -34.8% | -20.6% |
| YTD | -1.9% | +82.0% | -83.9% | -14.5% |
| 1Y | -12.7% | +172.6% | -185.3% | -29.5% |
| 3Y | -31.0% | +744.7% | -775.7% | -54.4% |
| 5Y | -46.1% | +805.6% | -851.7% | -65.4% |
| 10Y | +10.8% | +1,057.6% | -1,046.8% | -34.2% |
| All | +245.1% | +504.4% | -259.2% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling