+2,222.8%
CMCSA vs TRV
+6,550.0%
-4,327.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +3.8% | -4.9% | +8.7% | +6.1% |
| 3M | +12.3% | +23.7% | -11.4% | +1.9% |
| 6M | -15.4% | +20.3% | -35.7% | -22.2% |
| YTD | -2.5% | +27.1% | -29.5% | -12.4% |
| 1Y | -13.4% | +35.3% | -48.7% | -24.4% |
| 3Y | -30.4% | +139.8% | -170.2% | -53.5% |
| 5Y | -45.0% | +153.9% | -198.9% | -64.7% |
| 10Y | +10.2% | +285.9% | -275.7% | -43.4% |
| All | +2,222.8% | +6,550.0% | -4,327.2% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling