+379.9%
CSCO vs TDG
+547.7%
-167.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.0% |
| 7D | +2.7% | -1.9% | +4.6% | +3.2% |
| 30D | -9.5% | -7.7% | -1.8% | -7.6% |
| 3M | -7.6% | -9.3% | +1.7% | -5.5% |
| 6M | +44.9% | -9.4% | +54.3% | +47.5% |
| YTD | +47.7% | -14.3% | +61.9% | +52.2% |
| 1Y | +69.1% | -11.8% | +80.9% | +72.6% |
| 3Y | +113.5% | +52.0% | +61.6% | +83.8% |
| 5Y | +122.8% | +128.8% | -6.1% | +67.8% |
| All | +379.9% | +547.7% | -167.7% | +172.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling