-52.1%
TSLL vs CMCSA
-20.7%
-31.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.6% |
| 7D | -14.3% | +2.7% | -17.0% | -16.3% |
| 30D | -6.2% | +18.6% | -24.8% | -18.0% |
| 3M | +21.2% | -1.8% | +23.0% | +20.4% |
| 6M | -36.6% | -0.7% | -35.9% | -37.4% |
| YTD | -47.8% | -7.8% | -39.9% | -48.0% |
| 1Y | -45.2% | +0.7% | -46.0% | -50.3% |
| 3Y | -3.3% | -28.0% | +24.7% | +19.5% |
| All | -52.1% | -20.7% | -31.4% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling