+18.7%
CMCSA vs TRU
+243.6%
-224.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | 0.0% | +3.1% | +3.1% |
| 30D | +19.5% | +21.3% | -1.8% | +13.0% |
| 3M | -2.4% | +0.2% | -2.6% | -2.9% |
| 6M | +3.8% | +22.4% | -18.5% | -2.5% |
| YTD | -5.4% | -4.8% | -0.5% | -5.7% |
| 1Y | +1.1% | -0.2% | +1.3% | -0.7% |
| 3Y | -27.1% | +57.9% | -85.1% | -40.9% |
| 5Y | -40.3% | -26.1% | -14.1% | -40.1% |
| 10Y | +6.0% | +184.8% | -178.8% | -23.8% |
| All | +18.7% | +243.6% | -224.9% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling