+179.7%
CSCO vs TE
-53.0%
+232.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -0.7% | -4.0% | +3.3% | -0.5% |
| 30D | -10.1% | -15.9% | +5.8% | -9.6% |
| 3M | -15.7% | -60.5% | +44.9% | -12.7% |
| 6M | +36.3% | -35.2% | +71.5% | +37.1% |
| YTD | +43.8% | -31.1% | +75.0% | +43.8% |
| 1Y | +63.9% | +148.6% | -84.7% | +53.2% |
| 3Y | +104.4% | -26.4% | +130.8% | +93.7% |
| 5Y | +111.4% | -48.0% | +159.4% | +100.3% |
| All | +179.7% | -53.0% | +232.7% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling