+175.2%
CSCO vs TE
-53.2%
+228.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -1.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | -10.8% | -16.3% | +5.5% | -10.2% |
| 3M | -9.2% | -40.8% | +31.5% | -7.6% |
| 6M | +39.5% | -42.6% | +82.2% | +41.1% |
| YTD | +41.5% | -31.4% | +72.9% | +41.4% |
| 1Y | +61.0% | +144.9% | -84.0% | +50.5% |
| 3Y | +105.2% | -26.0% | +131.2% | +94.4% |
| 5Y | +113.4% | -48.5% | +161.9% | +102.3% |
| All | +175.2% | -53.2% | +228.4% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling