-47.2%
CMCSA vs TXG
-62.8%
+15.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.2% |
| 7D | -4.9% | +9.5% | -14.4% | -5.6% |
| 30D | -1.1% | +18.8% | -19.8% | -2.6% |
| 3M | +6.6% | +136.1% | -129.5% | -2.0% |
| 6M | -15.5% | +235.2% | -250.7% | -25.5% |
| YTD | -6.7% | +320.5% | -327.2% | -20.0% |
| 1Y | -15.6% | +425.2% | -440.8% | -30.0% |
| 3Y | -33.7% | +42.9% | -76.6% | -38.9% |
| All | -47.2% | -62.8% | +15.6% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling