+75.4%
TSM vs CMCSA
-19.1%
+94.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -2.0% |
| 7D | +4.8% | -8.3% | +13.1% | +3.2% |
| 30D | +4.0% | -2.4% | +6.5% | +3.7% |
| 3M | +2.0% | +4.5% | -2.5% | +3.3% |
| 6M | +25.5% | -18.8% | +44.3% | +21.4% |
| YTD | +44.0% | -8.9% | +52.9% | +43.0% |
| 1Y | +75.4% | -18.3% | +93.7% | +91.7% |
| All | +75.4% | -19.1% | +94.5% | +91.7% |
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