+35.7%
TSM vs CMCSA
+2.1%
+33.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +2.3% |
| 7D | -2.1% | +4.6% | -6.6% | -0.8% |
| 30D | -12.5% | +19.8% | -32.3% | -8.3% |
| 3M | -5.0% | -0.3% | -4.7% | -3.9% |
| 6M | -3.2% | +0.3% | -3.5% | -1.4% |
| YTD | +31.5% | -6.9% | +38.4% | +34.1% |
| 1Y | +35.7% | +2.6% | +33.1% | +40.8% |
| All | +35.7% | +2.1% | +33.6% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling