-33.0%
TSLL vs CMCSA
+1.9%
-34.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.8% |
| 7D | +17.8% | +3.2% | +14.7% | +17.6% |
| 30D | +8.2% | +19.5% | -11.3% | +5.7% |
| 3M | +20.9% | -2.4% | +23.3% | +22.9% |
| 6M | -37.5% | +3.8% | -41.3% | -37.7% |
| YTD | -44.5% | -5.4% | -39.1% | -45.7% |
| 1Y | -33.0% | +1.1% | -34.1% | -35.7% |
| All | -33.0% | +1.9% | -34.8% | -35.7% |
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