-4.2%
TLT vs CMCSA
-19.1%
+14.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | -0.3% |
| 7D | -0.3% | -8.3% | +8.0% | 0.0% |
| 30D | 0.0% | -2.4% | +2.4% | +0.1% |
| 3M | -2.9% | +4.5% | -7.4% | -3.0% |
| 6M | -6.3% | -18.8% | +12.5% | -5.8% |
| YTD | -3.3% | -8.9% | +5.6% | -3.5% |
| 1Y | -4.2% | -18.3% | +14.1% | -5.0% |
| All | -4.2% | -19.1% | +14.9% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling