+2,762.1%
CMCSA vs TRMB
+3,157.0%
-394.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +3.2% | +2.8% | +0.3% | +2.7% |
| 30D | +19.5% | -5.9% | +25.4% | +20.2% |
| 3M | -2.4% | -3.3% | +0.9% | -2.4% |
| 6M | +3.8% | +1.3% | +2.5% | +2.9% |
| YTD | -5.4% | -29.0% | +23.6% | -0.7% |
| 1Y | +1.1% | -27.8% | +28.9% | +5.8% |
| 3Y | -27.1% | +36.3% | -63.4% | -32.2% |
| 5Y | -40.3% | -35.8% | -4.5% | -37.8% |
| 10Y | +6.0% | +103.1% | -97.1% | -10.4% |
| All | +2,762.1% | +3,157.0% | -394.8% | +1,285.7% |
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