-5.9%
TSLL vs CMCSA
-27.9%
+21.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.1% |
| 7D | +0.5% | +0.7% | -0.2% | -0.1% |
| 30D | +2.7% | +21.0% | -18.3% | -10.2% |
| 3M | +26.3% | -0.9% | +27.2% | +25.5% |
| 6M | -37.2% | +2.9% | -40.1% | -39.1% |
| YTD | -44.2% | -5.9% | -38.3% | -45.4% |
| 1Y | -44.0% | +2.5% | -46.4% | -50.1% |
| All | -5.9% | -27.9% | +21.9% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling