+6.0%
CMCSA vs TRMB
+118.7%
-112.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.7% |
| 7D | -5.6% | -5.4% | -0.1% | -3.9% |
| 30D | -1.9% | -2.0% | +0.1% | -1.3% |
| 3M | +6.4% | +12.3% | -5.9% | +2.6% |
| 6M | -16.9% | -17.6% | +0.7% | -12.4% |
| YTD | -6.8% | -27.5% | +20.7% | +1.9% |
| 1Y | -15.9% | -29.1% | +13.2% | -7.7% |
| 3Y | -33.4% | +11.5% | -44.9% | -38.4% |
| 5Y | -46.7% | -39.5% | -7.2% | -41.6% |
| All | +6.0% | +118.7% | -112.7% | -21.5% |
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