+108.5%
CSCO vs TCOM
+13.4%
+95.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.5% | -7.6% | +7.1% | 0.0% |
| 30D | -10.1% | -12.2% | +2.1% | -9.3% |
| 3M | -11.7% | -14.2% | +2.5% | -10.9% |
| 6M | +40.1% | -25.0% | +65.1% | +42.9% |
| YTD | +43.8% | -43.7% | +87.5% | +49.8% |
| 1Y | +66.6% | -44.5% | +111.1% | +73.7% |
| 3Y | +108.5% | +13.4% | +95.1% | +108.3% |
| All | +108.5% | +13.4% | +95.1% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling