-16.9%
CMCSA vs TW
+301.3%
-318.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +3.2% | +3.9% | -0.8% | +2.3% |
| 30D | +19.5% | +19.9% | -0.4% | +14.8% |
| 3M | -2.4% | +25.9% | -28.4% | -7.4% |
| 6M | +3.8% | +21.1% | -17.3% | -0.9% |
| YTD | -5.4% | +23.9% | -29.3% | -10.6% |
| 1Y | +1.1% | +21.2% | -20.1% | -4.1% |
| 3Y | -27.1% | +44.8% | -71.9% | -35.2% |
| 5Y | -40.3% | +41.4% | -81.7% | -47.8% |
| All | -16.9% | +301.3% | -318.3% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling