+6.1%
CMCSA vs TSN
-4.9%
+11.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -4.9% | +3.0% | -7.9% | -5.6% |
| 30D | -1.1% | -4.2% | +3.1% | 0.0% |
| 3M | +6.6% | -3.9% | +10.5% | +7.5% |
| 6M | -15.5% | -9.8% | -5.6% | -13.4% |
| YTD | -6.7% | -7.3% | +0.6% | -5.2% |
| 1Y | -15.6% | -2.2% | -13.4% | -15.8% |
| 3Y | -33.7% | +11.9% | -45.6% | -36.7% |
| 5Y | -46.6% | -16.9% | -29.7% | -45.5% |
| All | +6.1% | -4.9% | +11.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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