-48.4%
TSLL vs CMCSA
+2.1%
-50.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | -11.0% | +4.6% | -15.6% | -11.3% |
| 30D | -5.3% | +19.8% | -25.1% | -7.5% |
| 3M | +20.8% | -0.3% | +21.1% | +21.8% |
| 6M | -36.0% | +0.3% | -36.3% | -36.2% |
| YTD | -47.3% | -6.9% | -40.4% | -48.3% |
| 1Y | -48.4% | +2.6% | -51.0% | -49.3% |
| All | -48.4% | +2.1% | -50.5% | -49.3% |
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 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