+63.9%
CSCO vs TDG
-9.4%
+73.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -0.7% | -2.0% | +1.4% | -0.7% |
| 30D | -10.1% | -7.4% | -2.7% | -10.2% |
| 3M | -15.7% | -5.4% | -10.3% | -15.8% |
| 6M | +36.3% | -11.6% | +47.9% | +36.4% |
| YTD | +43.8% | -12.6% | +56.4% | +42.3% |
| 1Y | +63.9% | -9.3% | +73.3% | +60.6% |
| All | +63.9% | -9.4% | +73.3% | +60.6% |
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