+359.9%
CSCO vs TCOM
-10.5%
+370.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.7% |
| 7D | -1.1% | -6.5% | +5.4% | -0.2% |
| 30D | -10.8% | -16.2% | +5.4% | -8.7% |
| 3M | -9.2% | -19.3% | +10.1% | -6.9% |
| 6M | +39.5% | -27.2% | +66.8% | +44.9% |
| YTD | +41.5% | -46.2% | +87.7% | +52.7% |
| 1Y | +61.0% | -46.6% | +107.6% | +73.7% |
| 3Y | +105.2% | +8.4% | +96.8% | +94.9% |
| 5Y | +113.4% | +25.8% | +87.6% | +89.3% |
| All | +359.9% | -10.5% | +370.4% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling