-30.4%
CMCSA vs TRMB
+13.0%
-43.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +3.8% | -1.2% | +5.1% | +4.1% |
| 3M | +12.3% | +9.6% | +2.7% | +9.6% |
| 6M | -15.4% | -16.1% | +0.7% | -12.3% |
| YTD | -2.5% | -25.0% | +22.5% | +3.7% |
| 1Y | -13.4% | -27.7% | +14.3% | -7.2% |
| 3Y | -30.4% | +15.3% | -45.7% | -34.8% |
| All | -30.4% | +13.0% | -43.4% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling