-13.9%
CMCSA vs TW
+221.1%
-235.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | +7.0% | +3.9% | +3.1% | +6.1% |
| 3M | +15.1% | +5.7% | +9.4% | +13.4% |
| 6M | -15.4% | -14.5% | -0.8% | -12.8% |
| YTD | -1.9% | -0.9% | -1.0% | -2.5% |
| 1Y | -12.7% | -13.5% | +0.8% | -10.6% |
| 3Y | -31.0% | +25.0% | -56.0% | -36.8% |
| 5Y | -46.1% | +22.7% | -68.8% | -51.5% |
| All | -13.9% | +221.1% | -235.0% | -36.2% |
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