+108.5%
CSCO vs TD
+128.4%
-19.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | -10.1% | -0.7% | -9.4% | -9.9% |
| 3M | -11.7% | +6.3% | -18.0% | -13.9% |
| 6M | +40.1% | +27.9% | +12.2% | +27.7% |
| YTD | +43.8% | +29.8% | +14.0% | +30.6% |
| 1Y | +66.6% | +63.7% | +3.0% | +40.8% |
| 3Y | +108.5% | +128.3% | -19.8% | +59.6% |
| All | +108.5% | +128.4% | -19.9% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling