-56.8%
TSLL vs CMCSA
-21.1%
-35.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.9% | +10.1% |
| 7D | -21.2% | +5.0% | -26.3% | -24.2% |
| 30D | -13.3% | +16.5% | -29.8% | -23.4% |
| 3M | +15.4% | -1.6% | +17.0% | +14.4% |
| 6M | -34.2% | -5.0% | -29.2% | -33.1% |
| YTD | -52.9% | -8.3% | -44.6% | -53.0% |
| 1Y | -54.3% | +0.4% | -54.7% | -58.5% |
| 3Y | -18.4% | -31.0% | +12.6% | +4.5% |
| All | -56.8% | -21.1% | -35.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling