+99.7%
TXN vs CMCSA
+3.3%
+96.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.5% |
| 7D | +1.0% | +15.2% | -14.2% | +0.3% |
| 30D | +6.1% | +17.0% | -10.9% | +5.1% |
| 3M | +10.4% | +1.2% | +9.1% | +10.4% |
| 6M | +12.6% | -5.5% | +18.1% | +16.7% |
| YTD | +83.5% | -6.5% | +90.0% | +95.0% |
| 1Y | +99.7% | +1.8% | +97.9% | +104.5% |
| All | +99.7% | +3.3% | +96.4% | +104.5% |
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