+6.1%
CMCSA vs TRI
+196.2%
-190.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -4.9% | -7.9% | +3.0% | -2.5% |
| 30D | -1.1% | -4.5% | +3.4% | 0.0% |
| 3M | +6.6% | +22.1% | -15.5% | -0.8% |
| 6M | -15.5% | -2.8% | -12.7% | -16.2% |
| YTD | -6.7% | -23.4% | +16.7% | +0.4% |
| 1Y | -15.6% | -41.5% | +25.9% | +1.2% |
| 3Y | -33.7% | -19.2% | -14.5% | -32.9% |
| 5Y | -46.6% | -9.4% | -37.2% | -49.7% |
| All | +6.1% | +196.2% | -190.1% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling