+61.4%
T vs CMCSA
+8.2%
+53.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | -1.0% | +21.0% | -22.0% | -8.4% |
| 3M | -8.1% | -0.9% | -7.2% | -8.0% |
| 6M | -8.3% | +2.9% | -11.2% | -9.8% |
| YTD | -6.1% | -5.9% | -0.2% | -5.1% |
| 1Y | -7.4% | +2.5% | -9.8% | -9.9% |
| 3Y | +65.4% | -28.3% | +93.7% | +82.7% |
| 5Y | +57.6% | -40.8% | +98.4% | +86.2% |
| 10Y | +61.4% | +5.4% | +56.0% | +45.2% |
| All | +61.4% | +8.2% | +53.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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