-46.0%
TSLL vs CMCSA
+3.3%
-49.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.3% | -6.8% |
| 7D | -9.4% | +15.2% | -24.6% | -10.8% |
| 30D | +1.6% | +17.0% | -15.4% | -0.7% |
| 3M | +29.4% | +1.2% | +28.2% | +30.1% |
| 6M | -20.1% | -5.5% | -14.6% | -20.2% |
| YTD | -44.5% | -6.5% | -38.0% | -46.0% |
| 1Y | -46.0% | +1.8% | -47.8% | -49.0% |
| All | -46.0% | +3.3% | -49.4% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling