+290.7%
TSM vs CMCSA
-45.0%
+335.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +4.5% | +3.8% | +0.7% | +3.9% |
| 3M | +3.1% | +12.3% | -9.2% | +1.1% |
| 6M | +30.2% | -15.4% | +45.6% | +33.2% |
| YTD | +45.2% | -2.5% | +47.7% | +44.0% |
| 1Y | +79.6% | -13.4% | +92.9% | +83.0% |
| 3Y | +411.0% | -30.4% | +441.3% | +440.0% |
| 5Y | +290.7% | -45.0% | +335.7% | +302.0% |
| All | +290.7% | -45.0% | +335.8% | +302.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling