+2,805.8%
CSCO vs TD
+7,879.0%
-5,073.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -10.1% | +0.4% | -10.5% | -10.4% |
| 3M | -15.7% | +7.6% | -23.3% | -19.3% |
| 6M | +36.3% | +25.0% | +11.3% | +19.7% |
| YTD | +43.8% | +31.0% | +12.8% | +23.1% |
| 1Y | +63.9% | +65.2% | -1.2% | +23.0% |
| 3Y | +104.4% | +122.5% | -18.1% | +27.2% |
| 5Y | +111.4% | +124.8% | -13.4% | +28.7% |
| 10Y | +361.7% | +298.2% | +63.4% | +96.2% |
| All | +2,805.8% | +7,879.0% | -5,073.2% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling