-45.0%
CMCSA vs TXT
+12.6%
-57.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +3.8% | -11.1% | +14.9% | +8.1% |
| 3M | +12.3% | -13.0% | +25.3% | +17.1% |
| 6M | -15.4% | -16.2% | +0.8% | -10.7% |
| YTD | -2.5% | -8.7% | +6.2% | -0.8% |
| 1Y | -13.4% | -3.8% | -9.6% | -13.9% |
| 3Y | -30.4% | +5.5% | -35.9% | -34.7% |
| 5Y | -45.0% | +12.3% | -57.3% | -51.8% |
| All | -45.0% | +12.6% | -57.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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