+10.2%
CMCSA vs TYL
+106.7%
-96.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | +0.6% |
| 7D | +0.1% | -7.6% | +7.7% | +2.3% |
| 30D | +3.8% | +11.3% | -7.5% | +0.6% |
| 3M | +12.3% | +14.5% | -2.2% | +7.7% |
| 6M | -15.4% | -7.1% | -8.2% | -14.5% |
| YTD | -2.5% | -23.4% | +20.9% | +3.4% |
| 1Y | -13.4% | -38.6% | +25.2% | -1.8% |
| 3Y | -30.4% | -11.3% | -19.0% | -30.5% |
| 5Y | -45.0% | -28.0% | -17.1% | -43.2% |
| 10Y | +10.2% | +104.9% | -94.7% | -18.3% |
| All | +10.2% | +106.7% | -96.5% | -18.3% |
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