+129.5%
TLT vs CMCSA
+482.5%
-353.0%
-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 | +4.1% | +21.0% | -16.9% | +6.1% |
| 3M | -0.4% | -0.9% | +0.6% | -0.4% |
| 6M | -3.2% | +2.9% | -6.1% | -2.7% |
| YTD | -3.5% | -5.9% | +2.4% | -3.7% |
| 1Y | -5.8% | +2.5% | -8.3% | -5.2% |
| 3Y | +4.6% | -28.3% | +32.9% | +2.0% |
| 5Y | -34.4% | -40.8% | +6.4% | -37.2% |
| 10Y | -11.4% | +5.4% | -16.8% | -6.5% |
| All | +129.5% | +482.5% | -353.0% | +217.4% |
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