+284.8%
CSCO vs TDY
+7,071.3%
-6,786.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -10.1% | -12.5% | +2.4% | -6.0% |
| 3M | -11.7% | -1.2% | -10.5% | -11.4% |
| 6M | +40.1% | -6.6% | +46.7% | +43.0% |
| YTD | +43.8% | +18.5% | +25.3% | +35.4% |
| 1Y | +66.6% | +10.8% | +55.9% | +60.0% |
| 3Y | +108.5% | +47.5% | +61.0% | +80.8% |
| 5Y | +114.0% | +35.8% | +78.2% | +89.0% |
| 10Y | +366.8% | +459.0% | -92.1% | +153.2% |
| All | +284.8% | +7,071.3% | -6,786.5% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling