-34.7%
TLT vs CMCSA
-41.3%
+6.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.9% |
| 3M | -0.8% | -0.9% | +0.2% | -0.8% |
| 6M | -3.6% | +2.9% | -6.5% | -3.8% |
| YTD | -3.9% | -5.9% | +2.0% | -4.0% |
| 1Y | -6.2% | +2.5% | -8.7% | -6.6% |
| 3Y | +4.2% | -28.3% | +32.4% | +5.0% |
| 5Y | -34.7% | -40.8% | +6.1% | -36.2% |
| All | -34.7% | -41.3% | +6.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling