+3,125.8%
TSLA vs CMCSA
+6.4%
+3,119.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | +8.9% | +3.2% | +5.8% | +7.4% |
| 30D | +6.3% | +19.5% | -13.2% | -2.8% |
| 3M | +14.8% | -2.4% | +17.2% | +14.9% |
| 6M | -12.4% | +3.8% | -16.2% | -15.2% |
| YTD | -13.2% | -5.4% | -7.9% | -13.9% |
| 1Y | -2.9% | +1.1% | -4.0% | -7.3% |
| 3Y | +74.4% | -27.1% | +101.6% | +94.2% |
| 5Y | +13.3% | -40.3% | +53.6% | +37.3% |
| All | +3,125.8% | +6.4% | +3,119.4% | +2,859.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling