+2,867.3%
CMCSA vs TRMB
+3,381.2%
-513.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.1% | -2.5% | +0.4% | -1.7% |
| 30D | +7.0% | +1.5% | +5.5% | +6.7% |
| 3M | +15.1% | +6.8% | +8.3% | +13.7% |
| 6M | -15.4% | -14.9% | -0.4% | -13.2% |
| YTD | -1.9% | -24.1% | +22.2% | +2.3% |
| 1Y | -12.7% | -25.4% | +12.7% | -8.8% |
| 3Y | -31.0% | +8.0% | -39.0% | -33.1% |
| 5Y | -46.1% | -37.3% | -8.8% | -43.4% |
| 10Y | +10.8% | +116.8% | -106.0% | -6.9% |
| All | +2,867.3% | +3,381.2% | -513.9% | +1,327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling