-30.4%
CMCSA vs TSN
+13.0%
-43.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | +0.1% | -5.0% | +5.2% | +1.5% |
| 30D | +3.8% | -9.1% | +12.9% | +6.5% |
| 3M | +12.3% | -7.4% | +19.7% | +14.5% |
| 6M | -15.4% | -13.4% | -2.0% | -12.3% |
| YTD | -2.5% | -8.5% | +6.0% | -0.7% |
| 1Y | -13.4% | -3.2% | -10.2% | -13.5% |
| 3Y | -30.4% | +11.5% | -41.8% | -34.7% |
| All | -30.4% | +13.0% | -43.3% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling