-46.7%
CMCSA vs TRV
+154.6%
-201.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | -5.6% | -1.5% | -4.1% | -5.0% |
| 30D | -1.9% | -1.8% | -0.1% | -1.2% |
| 3M | +6.4% | +21.6% | -15.1% | -1.6% |
| 6M | -16.9% | +22.5% | -39.4% | -23.4% |
| YTD | -6.8% | +28.1% | -34.9% | -15.5% |
| 1Y | -15.9% | +37.0% | -52.9% | -25.7% |
| 3Y | -33.4% | +141.9% | -175.3% | -52.8% |
| 5Y | -46.7% | +158.5% | -205.2% | -65.1% |
| All | -46.7% | +154.6% | -201.3% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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