+335.7%
CSCO vs TECH
+187.7%
+148.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +6.6% | +0.2% | +6.3% | +6.5% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | -17.3% | +1.0% | -18.3% | -17.5% |
| 6M | +3.5% | +54.1% | -50.5% | -8.4% |
| YTD | +34.9% | +24.4% | +10.5% | +24.7% |
| 1Y | +40.5% | +19.3% | +21.2% | +31.2% |
| 3Y | +109.3% | +28.5% | +80.7% | +80.2% |
| 5Y | +105.9% | -41.0% | +146.8% | +127.5% |
| All | +335.7% | +187.7% | +148.0% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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