+45.9%
CSCO vs TDG
-5.9%
+51.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -6.1% | +7.1% | -13.1% | -5.9% |
| 30D | -8.2% | +11.4% | -19.5% | -8.1% |
| 3M | -14.6% | -4.6% | -10.0% | -14.6% |
| 6M | +12.7% | +5.8% | +6.9% | +11.7% |
| YTD | +37.0% | -8.5% | +45.5% | +33.9% |
| 1Y | +45.9% | -5.8% | +51.7% | +39.3% |
| All | +45.9% | -5.9% | +51.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling