+1,641.8%
TSM vs CMCSA
+8.2%
+1,633.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | +4.4% | +0.7% | +3.8% | +4.2% |
| 30D | -7.0% | +21.0% | -28.0% | -11.9% |
| 3M | -1.8% | -0.9% | -0.9% | -2.1% |
| 6M | +2.7% | +2.9% | -0.2% | +0.8% |
| YTD | +37.1% | -5.9% | +43.0% | +36.0% |
| 1Y | +43.5% | +2.5% | +41.0% | +37.9% |
| 3Y | +341.5% | -28.3% | +369.8% | +365.9% |
| 5Y | +278.9% | -40.8% | +319.7% | +322.2% |
| 10Y | +1,641.8% | +5.4% | +1,636.4% | +1,539.1% |
| All | +1,641.8% | +8.2% | +1,633.6% | +1,539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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