-15.9%
CMCSA vs TSEM
+220.1%
-236.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.1% |
| 7D | -5.6% | +0.9% | -6.5% | -5.5% |
| 30D | -1.9% | -16.6% | +14.8% | -2.9% |
| 3M | +6.4% | -10.9% | +17.3% | +6.2% |
| 6M | -16.9% | +78.0% | -95.0% | -14.0% |
| YTD | -6.8% | +77.2% | -84.0% | -3.9% |
| 1Y | -15.9% | +207.6% | -223.5% | -13.4% |
| All | -15.9% | +220.1% | -236.0% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling