-35.3%
CMCSA vs TRU
-2.1%
-33.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -6.5% | -1.8% | -7.2% |
| 30D | -2.4% | -2.5% | +0.1% | -2.0% |
| 3M | +4.5% | +10.4% | -5.9% | +2.8% |
| 6M | -18.8% | +1.6% | -20.4% | -19.3% |
| YTD | -8.9% | -9.7% | +0.8% | -8.1% |
| 1Y | -18.3% | -17.3% | -1.0% | -16.7% |
| All | -35.3% | -2.1% | -33.2% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling