+114.0%
CSCO vs TD
+123.5%
-9.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 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% | -14.3% |
| 6M | +40.1% | +27.9% | +12.2% | +25.4% |
| YTD | +43.8% | +29.8% | +14.0% | +28.0% |
| 1Y | +66.6% | +63.7% | +3.0% | +34.5% |
| 3Y | +108.5% | +128.3% | -19.8% | +44.2% |
| 5Y | +114.0% | +125.5% | -11.6% | +43.9% |
| All | +114.0% | +123.5% | -9.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling