+1,598.5%
TSM vs CMCSA
+9.1%
+1,589.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -2.1% | +4.6% | -6.6% | -3.3% |
| 30D | -12.5% | +19.8% | -32.3% | -17.0% |
| 3M | -5.0% | -0.3% | -4.7% | -5.5% |
| 6M | -3.2% | +0.3% | -3.5% | -4.4% |
| YTD | +31.5% | -6.9% | +38.4% | +30.8% |
| 1Y | +35.7% | +2.6% | +33.1% | +30.2% |
| 3Y | +323.5% | -29.0% | +352.5% | +348.1% |
| 5Y | +263.4% | -42.0% | +305.4% | +307.6% |
| 10Y | +1,598.5% | +6.4% | +1,592.1% | +1,483.9% |
| All | +1,598.5% | +9.1% | +1,589.4% | +1,483.9% |
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