+22,131.9%
TSLA vs CMCSA
+359.0%
+21,772.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.6% |
| 7D | +1.5% | -2.1% | +3.6% | +2.6% |
| 30D | +10.1% | +7.0% | +3.1% | +6.2% |
| 3M | -15.4% | +15.1% | -30.5% | -21.6% |
| 6M | -12.8% | -15.4% | +2.6% | -6.9% |
| YTD | -21.3% | -1.9% | -19.4% | -22.5% |
| 1Y | +4.6% | -12.7% | +17.3% | +9.0% |
| 3Y | +44.5% | -31.0% | +75.5% | +67.9% |
| 5Y | +44.8% | -46.1% | +90.9% | +88.1% |
| 10Y | +2,585.4% | +10.8% | +2,574.6% | +2,179.3% |
| All | +22,131.9% | +359.0% | +21,772.9% | +8,400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling