+3.2%
CMCSA vs TRMB
+103.0%
-99.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -0.6% | +4.1% | -4.7% | -1.8% |
| 30D | +18.8% | -7.0% | +25.8% | +20.1% |
| 3M | -1.1% | -0.9% | -0.2% | -2.1% |
| 6M | +2.5% | -1.2% | +3.7% | +1.4% |
| YTD | -6.7% | -28.7% | +22.0% | +1.3% |
| 1Y | 0.0% | -32.1% | +32.0% | +10.0% |
| 3Y | -28.9% | +33.4% | -62.3% | -38.3% |
| 5Y | -41.1% | -35.6% | -5.5% | -37.5% |
| All | +3.2% | +103.0% | -99.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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