+6.1%
CMCSA vs TSEM
+1,313.0%
-1,306.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | 0.0% |
| 7D | -4.9% | -4.9% | 0.0% | -4.4% |
| 30D | -1.1% | -18.7% | +17.7% | +0.7% |
| 3M | +6.6% | -18.1% | +24.7% | +7.2% |
| 6M | -15.5% | +77.1% | -92.6% | -24.4% |
| YTD | -6.7% | +80.1% | -86.8% | -17.5% |
| 1Y | -15.6% | +220.4% | -236.0% | -32.3% |
| 3Y | -33.7% | +650.1% | -683.8% | -55.6% |
| 5Y | -46.6% | +628.9% | -675.5% | -65.0% |
| All | +6.1% | +1,313.0% | -1,306.9% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling