-15.6%
CMCSA vs TRU
-13.7%
-1.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -4.9% | -2.7% | -2.1% | -4.3% |
| 30D | -1.1% | -2.0% | +1.0% | -0.7% |
| 3M | +6.6% | +18.4% | -11.9% | +3.6% |
| 6M | -15.5% | +8.9% | -24.3% | -16.9% |
| YTD | -6.7% | -8.9% | +2.3% | -5.6% |
| 1Y | -15.6% | -15.9% | +0.3% | -14.4% |
| All | -15.6% | -13.7% | -1.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling