-18.1%
CMCSA vs TW
+206.7%
-224.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -4.9% | -4.5% | -0.4% | -3.9% |
| 30D | -1.1% | -2.3% | +1.2% | -0.6% |
| 3M | +6.6% | +2.6% | +4.0% | +5.7% |
| 6M | -15.5% | -17.5% | +2.1% | -12.2% |
| YTD | -6.7% | -5.3% | -1.4% | -6.3% |
| 1Y | -15.6% | -14.8% | -0.8% | -13.3% |
| 3Y | -33.7% | +18.8% | -52.5% | -38.6% |
| 5Y | -46.6% | +20.7% | -67.4% | -51.8% |
| All | -18.1% | +206.7% | -224.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling