+4.7%
CMCSA vs TSN
+14.5%
-9.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.2% | -1.4% | +4.6% | +3.6% |
| 30D | +19.5% | +8.5% | +11.0% | +16.9% |
| 3M | -2.4% | +5.3% | -7.7% | -3.9% |
| 6M | +3.8% | -10.5% | +14.3% | +6.8% |
| YTD | -5.4% | +3.0% | -8.3% | -6.7% |
| 1Y | +1.1% | +12.1% | -11.0% | -2.8% |
| 3Y | -27.1% | +43.1% | -70.2% | -35.0% |
| 5Y | -40.3% | -15.1% | -25.2% | -39.5% |
| All | +4.7% | +14.5% | -9.7% | -5.4% |
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