-36.6%
TSLL vs CMCSA
-4.8%
-31.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.4% | -22.3% | -21.9% |
| 7D | -28.9% | +12.0% | -40.9% | -30.0% |
| 30D | -21.4% | +17.5% | -39.0% | -24.1% |
| 3M | +5.0% | +2.4% | +2.6% | +5.7% |
| 6M | -36.6% | -2.9% | -33.6% | -38.9% |
| All | -36.6% | -4.8% | -31.8% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling