+6.4%
CMCSA vs TYL
+169.5%
-163.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.7% |
| 7D | +4.6% | +4.3% | +0.3% | +3.3% |
| 30D | +19.8% | +28.0% | -8.2% | +11.8% |
| 3M | -0.3% | +32.3% | -32.6% | -8.0% |
| 6M | +0.3% | +29.9% | -29.6% | -7.5% |
| YTD | -6.9% | -7.1% | +0.2% | -6.5% |
| 1Y | +2.6% | -9.2% | +11.8% | +3.7% |
| 3Y | -29.0% | +0.7% | -29.7% | -31.5% |
| 5Y | -42.0% | -21.1% | -20.9% | -41.1% |
| 10Y | +6.4% | +180.8% | -174.4% | -29.3% |
| All | +6.4% | +169.5% | -163.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling