+90.0%
CSCO vs TECH
+25.9%
+64.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -10.2% | +0.2% | -10.4% | -10.2% |
| 30D | -20.1% | +0.3% | -20.4% | -20.1% |
| 3M | -22.1% | +1.3% | -23.4% | -22.2% |
| 6M | +3.2% | +54.0% | -50.8% | -3.1% |
| YTD | +24.1% | +24.3% | -0.2% | +19.8% |
| 1Y | +34.6% | +25.8% | +8.8% | +29.5% |
| 3Y | +90.0% | +26.0% | +64.0% | +69.5% |
| All | +90.0% | +25.9% | +64.1% | +69.5% |
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