-54.3%
TSLL vs CMCSA
-1.8%
-52.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.9% | +8.7% |
| 7D | -21.2% | +5.0% | -26.3% | -21.6% |
| 30D | -13.3% | +16.5% | -29.8% | -15.0% |
| 3M | +15.4% | -1.6% | +17.0% | +16.4% |
| 6M | -34.2% | -5.0% | -29.2% | -34.5% |
| YTD | -52.9% | -8.3% | -44.6% | -53.7% |
| 1Y | -54.3% | +0.4% | -54.7% | -54.8% |
| All | -54.3% | -1.8% | -52.5% | -54.8% |
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