+1.8%
CMCSA vs TRI
-22.4%
+24.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.4% | -1.4% | +4.1% |
| 7D | +15.2% | +1.0% | +14.2% | +14.9% |
| 30D | +17.0% | +20.8% | -3.8% | +14.2% |
| 3M | +1.2% | +8.1% | -6.9% | -0.1% |
| 6M | -5.5% | +24.2% | -29.7% | -8.5% |
| YTD | -6.5% | -7.8% | +1.2% | +2.0% |
| 1Y | +1.8% | -16.7% | +18.5% | +18.3% |
| All | +1.8% | -22.4% | +24.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling