-55.4%
TSLL vs CMCSA
-15.6%
-39.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.4% |
| 7D | +1.9% | -2.1% | +4.0% | +3.4% |
| 30D | +17.8% | +7.0% | +10.7% | +11.5% |
| 3M | -37.0% | +15.1% | -52.1% | -43.3% |
| 6M | -37.7% | -15.4% | -22.3% | -30.9% |
| YTD | -51.4% | -1.9% | -49.5% | -53.0% |
| 1Y | -23.4% | -12.7% | -10.6% | -17.8% |
| 3Y | -30.8% | -31.0% | +0.2% | -9.1% |
| All | -55.4% | -15.6% | -39.8% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling