+46.2%
TSLA vs CMCSA
-48.8%
+95.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +2.9% |
| 7D | +3.0% | -8.3% | +11.3% | +7.0% |
| 30D | +11.2% | -2.4% | +13.6% | +12.0% |
| 3M | -7.3% | +4.5% | -11.8% | -9.6% |
| 6M | -7.7% | -18.8% | +11.0% | -0.3% |
| YTD | -18.2% | -8.9% | -9.3% | -17.1% |
| 1Y | +6.0% | -18.3% | +24.3% | +13.6% |
| 3Y | +48.0% | -35.0% | +83.0% | +76.3% |
| 5Y | +46.2% | -48.2% | +94.3% | +77.3% |
| All | +46.2% | -48.8% | +95.0% | +77.3% |
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 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