-46.7%
CMCSA vs TRU
-36.7%
-10.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -5.6% | -9.4% | +3.8% | -3.4% |
| 30D | -1.9% | -4.1% | +2.2% | -1.0% |
| 3M | +6.4% | +13.6% | -7.1% | +3.3% |
| 6M | -16.9% | +3.6% | -20.5% | -18.0% |
| YTD | -6.8% | -9.8% | +3.0% | -5.6% |
| 1Y | -15.9% | -13.6% | -2.3% | -14.2% |
| 3Y | -33.4% | -2.0% | -31.5% | -36.0% |
| 5Y | -46.7% | -35.8% | -10.9% | -42.2% |
| All | -46.7% | -36.7% | -10.0% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling