+180.3%
CSCO vs TE
-49.8%
+230.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.4% |
| 7D | 0.0% | +15.0% | -15.0% | -0.7% |
| 30D | -10.7% | -7.5% | -3.2% | -10.5% |
| 3M | -8.7% | -42.0% | +33.2% | -7.1% |
| 6M | +44.9% | -31.4% | +76.3% | +45.4% |
| YTD | +44.1% | -26.5% | +70.6% | +43.6% |
| 1Y | +65.9% | +153.1% | -87.2% | +54.9% |
| 3Y | +109.0% | -20.7% | +129.7% | +97.4% |
| 5Y | +114.8% | -45.4% | +160.2% | +102.9% |
| All | +180.3% | -49.8% | +230.1% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling