+56.4%
TXN vs CMCSA
-46.8%
+103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.8% |
| 7D | +2.0% | -5.6% | +7.5% | +3.8% |
| 30D | -8.0% | -1.9% | -6.1% | -7.8% |
| 3M | -7.8% | +6.4% | -14.2% | -10.8% |
| 6M | +32.4% | -16.9% | +49.3% | +40.7% |
| YTD | +51.7% | -6.8% | +58.5% | +53.4% |
| 1Y | +44.3% | -15.9% | +60.2% | +51.8% |
| 3Y | +71.3% | -33.4% | +104.7% | +93.8% |
| 5Y | +56.4% | -46.7% | +103.1% | +75.4% |
| All | +56.4% | -46.8% | +103.2% | +75.4% |
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