+2,117.3%
CMCSA vs TYL
+14,603.2%
-12,485.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | +4.6% | +4.3% | +0.3% | +4.1% |
| 30D | +19.8% | +28.0% | -8.2% | +16.5% |
| 3M | -0.3% | +32.3% | -32.6% | -3.5% |
| 6M | +0.3% | +29.9% | -29.6% | -2.9% |
| YTD | -6.9% | -7.1% | +0.2% | -6.9% |
| 1Y | +2.6% | -9.2% | +11.8% | +2.9% |
| 3Y | -29.0% | +0.7% | -29.7% | -29.9% |
| 5Y | -42.0% | -21.1% | -20.9% | -41.7% |
| 10Y | +6.4% | +180.8% | -174.4% | -6.9% |
| All | +2,117.3% | +14,603.2% | -12,485.9% | +1,168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling