-6.2%
TLT vs CMCSA
+2.8%
-9.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +3.7% | +21.0% | -17.3% | +2.7% |
| 3M | -0.8% | -0.9% | +0.2% | -1.0% |
| 6M | -3.6% | +2.9% | -6.5% | -3.9% |
| YTD | -3.9% | -5.9% | +2.0% | -4.9% |
| 1Y | -6.2% | +2.5% | -8.7% | -7.9% |
| All | -6.2% | +2.8% | -9.0% | -7.9% |
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