+44.9%
CSCO vs TDG
-12.6%
+57.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.1% |
| 7D | 0.0% | -2.4% | +2.4% | -0.2% |
| 30D | -10.7% | -8.0% | -2.7% | -11.4% |
| 3M | -8.7% | -10.5% | +1.7% | -9.6% |
| 6M | +44.9% | -11.9% | +56.8% | +44.8% |
| All | +44.9% | -12.6% | +57.5% | +44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling