+11.0%
CMCSA vs TYL
+168.7%
-157.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.6% |
| 7D | +5.0% | +6.7% | -1.6% | +3.2% |
| 30D | +16.5% | +26.5% | -10.1% | +9.1% |
| 3M | -1.6% | +37.3% | -38.9% | -10.1% |
| 6M | -5.0% | +31.2% | -36.2% | -12.6% |
| YTD | -8.3% | -7.4% | -0.9% | -7.8% |
| 1Y | +0.4% | -9.6% | +10.0% | +1.6% |
| 3Y | -31.0% | +1.9% | -32.9% | -33.6% |
| 5Y | -42.5% | -21.1% | -21.4% | -41.7% |
| All | +11.0% | +168.7% | -157.7% | -25.2% |
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