+1,469.9%
CMCSA vs TSEM
+11.3%
+1,458.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -1.2% |
| 7D | -2.1% | +6.9% | -9.0% | -2.6% |
| 30D | +7.0% | +5.3% | +1.7% | +6.4% |
| 3M | +15.1% | -14.9% | +30.0% | +15.2% |
| 6M | -15.4% | +80.0% | -95.4% | -20.6% |
| YTD | -1.9% | +89.4% | -91.3% | -8.7% |
| 1Y | -12.7% | +253.1% | -265.8% | -22.9% |
| 3Y | -31.0% | +642.1% | -673.1% | -43.3% |
| 5Y | -46.1% | +659.1% | -705.2% | -56.1% |
| 10Y | +10.8% | +1,291.4% | -1,280.5% | -15.3% |
| All | +1,469.9% | +11.3% | +1,458.6% | +976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling