+114.0%
CSCO vs TE
-41.1%
+155.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -0.5% |
| 7D | -0.5% | +18.2% | -18.7% | -1.3% |
| 30D | -10.1% | -13.5% | +3.4% | -9.6% |
| 3M | -11.7% | -44.6% | +32.8% | -9.9% |
| 6M | +40.1% | -24.7% | +64.8% | +39.9% |
| YTD | +43.8% | -24.3% | +68.0% | +43.0% |
| 1Y | +66.6% | +155.6% | -88.9% | +55.1% |
| 3Y | +108.5% | -18.3% | +126.8% | +97.4% |
| 5Y | +114.0% | -41.3% | +155.3% | +100.6% |
| All | +114.0% | -41.1% | +155.1% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling