+34.4%
TSLA vs CMCSA
-35.0%
+69.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +2.4% |
| 7D | +3.0% | -8.3% | +11.3% | +6.3% |
| 30D | +11.2% | -2.4% | +13.6% | +11.8% |
| 3M | -7.3% | +4.5% | -11.8% | -9.2% |
| 6M | -7.7% | -18.8% | +11.0% | -1.5% |
| YTD | -18.2% | -8.9% | -9.3% | -17.7% |
| 1Y | +6.0% | -18.3% | +24.3% | +12.8% |
| All | +34.4% | -35.0% | +69.5% | +59.0% |
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