+10.3%
TSLA vs CMCSA
-41.3%
+51.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.4% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | +3.4% | +21.0% | -17.6% | -5.6% |
| 3M | +17.4% | -0.9% | +18.4% | +17.0% |
| 6M | -12.2% | +2.9% | -15.1% | -14.4% |
| YTD | -13.1% | -5.9% | -7.2% | -13.7% |
| 1Y | -11.1% | +2.5% | -13.6% | -16.3% |
| 3Y | +82.1% | -28.3% | +110.3% | +105.7% |
| 5Y | +10.3% | -40.8% | +51.0% | +32.8% |
| All | +10.3% | -41.3% | +51.5% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling