-26.7%
CMCSA vs TXG
+21.5%
-48.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.0% |
| 7D | +0.1% | +9.4% | -9.3% | -0.6% |
| 30D | +3.8% | +26.1% | -22.3% | +1.8% |
| 3M | +12.3% | +124.8% | -112.5% | +4.5% |
| 6M | -15.4% | +215.2% | -230.6% | -24.1% |
| YTD | -2.5% | +302.2% | -304.7% | -14.7% |
| 1Y | -13.4% | +370.9% | -384.3% | -25.9% |
| 3Y | -30.4% | +38.5% | -68.9% | -35.7% |
| 5Y | -45.0% | -64.4% | +19.3% | -47.0% |
| All | -26.7% | +21.5% | -48.2% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling