+13,634.3%
TSM vs CMCSA
+889.1%
+12,745.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +2.7% | -2.1% | +4.8% | +3.6% |
| 30D | +3.6% | +7.0% | -3.4% | +0.6% |
| 3M | -3.4% | +15.1% | -18.5% | -9.7% |
| 6M | +20.6% | -15.4% | +36.0% | +26.0% |
| YTD | +41.9% | -1.9% | +43.8% | +39.0% |
| 1Y | +84.4% | -12.7% | +97.1% | +88.3% |
| 3Y | +380.2% | -31.0% | +411.2% | +423.0% |
| 5Y | +275.3% | -46.1% | +321.4% | +344.5% |
| 10Y | +1,751.4% | +10.8% | +1,740.5% | +1,442.8% |
| All | +13,634.3% | +889.1% | +12,745.3% | +4,827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling