+41.0%
TSM vs CMCSA
+1.6%
+39.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.1% |
| 7D | +14.8% | -0.6% | +15.4% | +14.7% |
| 30D | -8.9% | +18.8% | -27.7% | -4.7% |
| 3M | -5.3% | -1.1% | -4.1% | -4.3% |
| 6M | +2.6% | +2.5% | +0.1% | +5.0% |
| YTD | +34.5% | -6.7% | +41.2% | +37.2% |
| 1Y | +41.0% | 0.0% | +41.0% | +45.5% |
| All | +41.0% | +1.6% | +39.4% | +45.5% |
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