+359.9%
CSCO vs TD
+303.5%
+56.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.3% |
| 7D | -1.1% | -2.6% | +1.5% | +0.3% |
| 30D | -10.8% | -1.0% | -9.8% | -10.4% |
| 3M | -9.2% | +5.6% | -14.8% | -12.1% |
| 6M | +39.5% | +27.1% | +12.5% | +22.3% |
| YTD | +41.5% | +29.4% | +12.1% | +22.9% |
| 1Y | +61.0% | +60.7% | +0.3% | +24.5% |
| 3Y | +105.2% | +127.6% | -22.4% | +29.3% |
| 5Y | +113.4% | +125.4% | -12.0% | +32.8% |
| All | +359.9% | +303.5% | +56.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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