+66.9%
T vs CMCSA
+7.3%
+59.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.6% |
| 7D | -2.4% | -5.6% | +3.1% | -0.3% |
| 30D | +4.3% | -1.9% | +6.2% | +4.9% |
| 3M | +11.6% | +6.4% | +5.1% | +8.3% |
| 6M | -5.6% | -16.9% | +11.3% | +0.5% |
| YTD | +6.6% | -6.8% | +13.3% | +8.2% |
| 1Y | -8.4% | -15.9% | +7.5% | -3.3% |
| 3Y | +107.8% | -33.4% | +141.3% | +136.5% |
| 5Y | +68.3% | -46.7% | +115.0% | +108.2% |
| All | +66.9% | +7.3% | +59.6% | +51.1% |
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