+250.7%
TQQQ vs CMCSA
-33.4%
+284.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -1.9% | -4.9% | +2.9% | -0.1% |
| 30D | -4.9% | -1.1% | -3.8% | -4.8% |
| 3M | -6.4% | +6.6% | -13.0% | -9.9% |
| 6M | +44.4% | -15.5% | +59.9% | +53.0% |
| YTD | +35.2% | -6.7% | +41.8% | +32.6% |
| 1Y | +49.5% | -15.6% | +65.1% | +58.0% |
| 3Y | +250.7% | -33.7% | +284.4% | +340.6% |
| All | +250.7% | -33.4% | +284.1% | +340.6% |
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