+6.1%
CMCSA vs TRGP
+863.3%
-857.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | -1.1% | +8.0% | -9.1% | -2.3% |
| 3M | +6.6% | +8.3% | -1.7% | +5.0% |
| 6M | -15.5% | +23.9% | -39.4% | -18.6% |
| YTD | -6.7% | +59.6% | -66.3% | -13.8% |
| 1Y | -15.6% | +79.4% | -95.0% | -23.6% |
| 3Y | -33.7% | +269.4% | -303.1% | -47.0% |
| 5Y | -46.6% | +641.6% | -688.3% | -62.1% |
| All | +6.1% | +863.3% | -857.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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