-29.9%
CMCSA vs TXG
+27.0%
-56.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.1% |
| 7D | -4.9% | +9.5% | -14.4% | -5.6% |
| 30D | -1.1% | +18.8% | -19.8% | -2.5% |
| 3M | +6.6% | +136.1% | -129.5% | -1.2% |
| 6M | -15.5% | +235.2% | -250.7% | -24.5% |
| YTD | -6.7% | +320.5% | -327.2% | -18.7% |
| 1Y | -15.6% | +425.2% | -440.8% | -28.5% |
| 3Y | -33.7% | +42.9% | -76.6% | -39.0% |
| 5Y | -46.6% | -62.8% | +16.2% | -48.8% |
| All | -29.9% | +27.0% | -56.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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