+2,095.8%
CMCSA vs TXT
+2,244.6%
-148.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | +2.7% | -3.5% | +6.2% | +3.9% |
| 30D | +18.6% | +15.2% | +3.5% | +13.0% |
| 3M | -1.8% | -4.5% | +2.6% | -0.8% |
| 6M | -0.7% | -6.1% | +5.4% | +0.4% |
| YTD | -7.8% | -2.0% | -5.9% | -8.5% |
| 1Y | +0.7% | +4.2% | -3.5% | -2.1% |
| 3Y | -28.0% | +14.4% | -42.3% | -32.9% |
| 5Y | -42.1% | +12.3% | -54.4% | -46.6% |
| 10Y | +8.2% | +101.8% | -93.7% | -23.5% |
| All | +2,095.8% | +2,244.6% | -148.8% | +329.6% |
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