+561.5%
CSCO vs TCOM
+2,902.5%
-2,341.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +6.5% | -11.2% | -5.6% |
| 30D | -17.1% | +13.3% | -30.4% | -18.7% |
| 3M | -19.6% | -6.5% | -13.2% | -19.0% |
| 6M | +2.4% | -16.3% | +18.7% | +4.5% |
| YTD | +29.8% | -38.7% | +68.5% | +38.3% |
| 1Y | +38.7% | -40.1% | +78.8% | +48.2% |
| 3Y | +101.3% | +30.6% | +70.7% | +85.6% |
| 5Y | +94.8% | +45.8% | +49.0% | +67.3% |
| 10Y | +324.2% | +8.1% | +316.1% | +263.7% |
| All | +561.5% | +2,902.5% | -2,341.0% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling