+128.5%
TLT vs CMCSA
+482.5%
-354.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | +0.2% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | +3.7% | +21.0% | -17.3% | +5.7% |
| 3M | -0.8% | -0.9% | +0.2% | -0.8% |
| 6M | -3.6% | +2.9% | -6.5% | -3.1% |
| YTD | -3.9% | -5.9% | +2.0% | -4.1% |
| 1Y | -6.2% | +2.5% | -8.7% | -5.6% |
| 3Y | +4.2% | -28.3% | +32.4% | +1.6% |
| 5Y | -34.7% | -40.8% | +6.1% | -37.5% |
| 10Y | -11.8% | +5.4% | -17.2% | -6.8% |
| All | +128.5% | +482.5% | -354.0% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling