+245.7%
TSM vs CMCSA
-41.7%
+287.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | -2.5% | +2.7% | -5.2% | -2.8% |
| 30D | -14.3% | +18.6% | -32.9% | -16.1% |
| 3M | -7.2% | -1.8% | -5.4% | -7.1% |
| 6M | -5.1% | -0.7% | -4.5% | -5.2% |
| YTD | +28.9% | -7.8% | +36.7% | +28.8% |
| 1Y | +37.1% | +0.7% | +36.3% | +33.8% |
| 3Y | +341.5% | -28.0% | +369.4% | +355.2% |
| 5Y | +245.7% | -42.1% | +287.8% | +251.8% |
| All | +245.7% | -41.7% | +287.4% | +251.8% |
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 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