+108.1%
CSCO vs TECH
-2.1%
+110.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -10.1% | +0.7% | -10.8% | -10.2% |
| 3M | -15.7% | +36.3% | -52.0% | -19.3% |
| 6M | +36.3% | +25.6% | +10.7% | +31.5% |
| YTD | +43.8% | +23.7% | +20.1% | +38.9% |
| 1Y | +63.9% | +37.6% | +26.3% | +55.0% |
| All | +108.1% | -2.1% | +110.2% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling