-40.2%
CMCSA vs TRGP
+504.4%
-544.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +3.2% | +12.4% | -9.2% | +1.0% |
| 30D | +19.5% | +2.6% | +16.9% | +18.6% |
| 3M | -2.4% | +11.9% | -14.3% | -4.8% |
| 6M | +3.8% | +13.9% | -10.1% | +0.5% |
| YTD | -5.4% | +64.2% | -69.6% | -15.3% |
| 1Y | +1.1% | +78.5% | -77.4% | -11.2% |
| 3Y | -27.1% | +272.9% | -300.0% | -46.6% |
| All | -40.2% | +504.4% | -544.5% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling