-1.1%
TLT vs CMCSA
-30.3%
+29.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.3% | +3.8% | -4.1% | -0.4% |
| 3M | -1.7% | +12.3% | -14.1% | -2.1% |
| 6M | -4.9% | -15.4% | +10.5% | -4.5% |
| YTD | -2.8% | -2.5% | -0.3% | -2.9% |
| 1Y | -4.2% | -13.4% | +9.2% | -4.0% |
| 3Y | -1.1% | -30.4% | +29.3% | +0.9% |
| All | -1.1% | -30.3% | +29.2% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling