+2,650.1%
TSLA vs CMCSA
+7.3%
+2,642.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -2.3% |
| 7D | -3.4% | -5.6% | +2.1% | -0.9% |
| 30D | +9.2% | -1.9% | +11.1% | +9.8% |
| 3M | -4.7% | +6.4% | -11.2% | -8.0% |
| 6M | -8.9% | -16.9% | +8.0% | -2.5% |
| YTD | -19.2% | -6.8% | -12.4% | -18.6% |
| 1Y | +4.5% | -15.9% | +20.4% | +10.5% |
| 3Y | +46.3% | -33.4% | +79.7% | +71.7% |
| 5Y | +48.1% | -46.7% | +94.8% | +89.5% |
| All | +2,650.1% | +7.3% | +2,642.8% | +2,581.3% |
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