+1,815.4%
TSM vs CMCSA
+4.4%
+1,811.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | +1.0% |
| 7D | +4.8% | -8.3% | +13.1% | +7.2% |
| 30D | +4.0% | -2.4% | +6.5% | +4.5% |
| 3M | +2.0% | +4.5% | -2.5% | -0.1% |
| 6M | +25.5% | -18.8% | +44.3% | +31.3% |
| YTD | +44.0% | -8.9% | +52.9% | +44.7% |
| 1Y | +75.4% | -18.3% | +93.7% | +82.2% |
| 3Y | +406.7% | -35.0% | +441.7% | +455.3% |
| 5Y | +285.0% | -48.2% | +333.1% | +351.5% |
| 10Y | +1,815.4% | +4.6% | +1,810.8% | +1,619.0% |
| All | +1,815.4% | +4.4% | +1,811.0% | +1,619.0% |
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