-44.0%
TSLL vs CMCSA
+2.8%
-46.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.7% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +2.7% | +21.0% | -18.3% | +0.1% |
| 3M | +26.3% | -0.9% | +27.2% | +27.7% |
| 6M | -37.2% | +2.9% | -40.1% | -37.4% |
| YTD | -44.2% | -5.9% | -38.3% | -45.4% |
| 1Y | -44.0% | +2.5% | -46.4% | -45.4% |
| All | -44.0% | +2.8% | -46.7% | -45.4% |
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 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