+694.2%
CSCO vs TDG
+13,063.4%
-12,369.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -10.1% | -6.5% | -3.6% | -8.1% |
| 3M | -11.7% | -5.1% | -6.7% | -10.6% |
| 6M | +40.1% | -11.5% | +51.6% | +44.5% |
| YTD | +43.8% | -13.9% | +57.7% | +49.2% |
| 1Y | +66.6% | -11.5% | +78.1% | +70.7% |
| 3Y | +108.5% | +53.7% | +54.9% | +71.5% |
| 5Y | +114.0% | +135.5% | -21.6% | +47.2% |
| 10Y | +366.8% | +535.2% | -168.3% | +93.0% |
| All | +694.2% | +13,063.4% | -12,369.2% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling