+633.2%
CSCO vs TCOM
+2,694.8%
-2,061.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -0.7% | -9.5% | +8.9% | +0.8% |
| 30D | -10.1% | -10.7% | +0.6% | -8.6% |
| 3M | -15.7% | -14.6% | -1.1% | -14.0% |
| 6M | +36.3% | -19.3% | +55.6% | +39.9% |
| YTD | +43.8% | -42.9% | +86.8% | +55.2% |
| 1Y | +63.9% | -43.8% | +107.7% | +77.1% |
| 3Y | +104.4% | +2.1% | +102.2% | +95.8% |
| 5Y | +111.4% | +31.2% | +80.1% | +84.4% |
| 10Y | +361.7% | -13.9% | +375.6% | +310.6% |
| All | +633.2% | +2,694.8% | -2,061.6% | +255.6% |
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