+419.8%
TXN vs CMCSA
+7.4%
+412.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -4.9% | +8.8% | +6.1% |
| 30D | -2.9% | -1.1% | -1.8% | -2.9% |
| 3M | -9.1% | +6.6% | -15.7% | -13.1% |
| 6M | +36.6% | -15.5% | +52.1% | +45.4% |
| YTD | +57.5% | -6.7% | +64.2% | +58.7% |
| 1Y | +49.5% | -15.6% | +65.1% | +57.9% |
| 3Y | +76.5% | -33.7% | +110.2% | +105.2% |
| 5Y | +62.4% | -46.6% | +109.0% | +106.9% |
| All | +419.8% | +7.4% | +412.4% | +362.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling