+6.1%
CMCSA vs TROW
+130.0%
-124.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -4.9% | -3.2% | -1.7% | -3.6% |
| 30D | -1.1% | -4.6% | +3.5% | +0.9% |
| 3M | +6.6% | -0.7% | +7.2% | +6.5% |
| 6M | -15.5% | +22.2% | -37.7% | -22.6% |
| YTD | -6.7% | +6.6% | -13.3% | -10.2% |
| 1Y | -15.6% | +5.8% | -21.4% | -18.6% |
| 3Y | -33.7% | +11.6% | -45.3% | -39.0% |
| 5Y | -46.6% | -38.9% | -7.7% | -37.9% |
| All | +6.1% | +130.0% | -124.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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