+1,672.6%
TSM vs CMCSA
+4.9%
+1,667.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +14.8% | -0.6% | +15.4% | +15.0% |
| 30D | -8.9% | +18.8% | -27.7% | -13.3% |
| 3M | -5.3% | -1.1% | -4.1% | -5.6% |
| 6M | +2.6% | +2.5% | +0.1% | +0.7% |
| YTD | +34.5% | -6.7% | +41.2% | +33.7% |
| 1Y | +41.0% | 0.0% | +41.0% | +36.5% |
| 3Y | +333.1% | -28.9% | +362.0% | +358.2% |
| 5Y | +270.1% | -41.1% | +311.2% | +312.9% |
| All | +1,672.6% | +4.9% | +1,667.7% | +1,525.6% |
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