+3.2%
CMCSA vs TSN
+15.3%
-12.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | +18.8% | +10.2% | +8.6% | +15.7% |
| 3M | -1.1% | +7.2% | -8.3% | -3.1% |
| 6M | +2.5% | -10.6% | +13.1% | +5.5% |
| YTD | -6.7% | +3.7% | -10.5% | -8.2% |
| 1Y | 0.0% | +13.5% | -13.5% | -4.3% |
| 3Y | -28.9% | +40.1% | -69.0% | -36.2% |
| 5Y | -41.1% | -14.5% | -26.7% | -40.5% |
| All | +3.2% | +15.3% | -12.1% | -7.0% |
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