+379.9%
CSCO vs TDY
+479.2%
-99.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.1% | +3.9% |
| 7D | +2.7% | -1.1% | +3.8% | +3.2% |
| 30D | -9.5% | -12.0% | +2.6% | -4.5% |
| 3M | -7.6% | -3.2% | -4.4% | -6.4% |
| 6M | +44.9% | -7.9% | +52.8% | +49.4% |
| YTD | +47.7% | +18.2% | +29.5% | +37.2% |
| 1Y | +69.1% | +6.7% | +62.4% | +63.4% |
| 3Y | +113.5% | +47.5% | +66.0% | +78.2% |
| 5Y | +122.8% | +39.5% | +83.3% | +87.7% |
| All | +379.9% | +479.2% | -99.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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