+379.9%
CSCO vs TEL
+316.2%
+63.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +2.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.0% |
| 30D | -9.5% | -0.7% | -8.8% | -9.4% |
| 3M | -7.6% | +2.4% | -10.0% | -9.1% |
| 6M | +44.9% | +4.1% | +40.8% | +39.8% |
| YTD | +47.7% | -5.8% | +53.5% | +48.6% |
| 1Y | +69.1% | +0.9% | +68.2% | +63.6% |
| 3Y | +113.5% | +72.6% | +40.9% | +55.0% |
| 5Y | +122.8% | +57.5% | +65.2% | +65.5% |
| All | +379.9% | +316.2% | +63.8% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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