-46.7%
CMCSA vs TW
+19.6%
-66.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.4% |
| 7D | -5.6% | -2.7% | -2.8% | -5.0% |
| 30D | -1.9% | -1.7% | -0.1% | -1.6% |
| 3M | +6.4% | +1.6% | +4.8% | +5.9% |
| 6M | -16.9% | -17.7% | +0.8% | -14.0% |
| YTD | -6.8% | -4.3% | -2.4% | -6.7% |
| 1Y | -15.9% | -13.1% | -2.8% | -14.1% |
| 3Y | -33.4% | +20.3% | -53.7% | -38.9% |
| 5Y | -46.7% | +22.0% | -68.6% | -54.1% |
| All | -46.7% | +19.6% | -66.3% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling