+114.0%
CSCO vs TECH
-41.8%
+155.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -10.1% | +0.1% | -10.2% | -10.1% |
| 3M | -11.7% | +37.5% | -49.2% | -16.8% |
| 6M | +40.1% | +34.6% | +5.5% | +31.6% |
| YTD | +43.8% | +23.5% | +20.3% | +37.0% |
| 1Y | +66.6% | +34.4% | +32.2% | +55.3% |
| 3Y | +108.5% | +2.3% | +106.2% | +99.4% |
| 5Y | +114.0% | -41.7% | +155.7% | +120.6% |
| All | +114.0% | -41.8% | +155.8% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling