+458.1%
CSCO vs TEL
+753.4%
-295.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -5.9% |
| 7D | +1.9% | +4.5% | -2.6% | -0.2% |
| 30D | -15.8% | +2.9% | -18.7% | -17.0% |
| 3M | -15.4% | +1.1% | -16.5% | -16.1% |
| 6M | -5.4% | +5.0% | -10.4% | -8.3% |
| YTD | +26.5% | -3.9% | +30.3% | +25.9% |
| 1Y | +25.9% | -7.4% | +33.3% | +27.4% |
| 3Y | +97.5% | +81.0% | +16.6% | +40.0% |
| 5Y | +93.0% | +42.3% | +50.7% | +51.1% |
| 10Y | +308.6% | +284.8% | +23.8% | +84.0% |
| All | +458.1% | +753.4% | -295.2% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling