+2,236.9%
CMCSA vs TXT
+2,070.1%
+166.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | -4.8% | +2.7% | -0.5% |
| 30D | +7.0% | -10.6% | +17.6% | +11.0% |
| 3M | +15.1% | -13.2% | +28.3% | +19.8% |
| 6M | -15.4% | -20.3% | +5.0% | -9.5% |
| YTD | -1.9% | -9.3% | +7.4% | +0.2% |
| 1Y | -12.7% | -2.7% | -10.0% | -13.0% |
| 3Y | -31.0% | +1.4% | -32.4% | -33.0% |
| 5Y | -46.1% | +9.6% | -55.7% | -49.8% |
| 10Y | +10.8% | +94.9% | -84.1% | -20.5% |
| All | +2,236.9% | +2,070.1% | +166.8% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling