+534.8%
CSCO vs TEL
+723.0%
-188.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.7% | +3.0% | -3.6% | -2.1% |
| 30D | -10.1% | -3.9% | -6.2% | -8.6% |
| 3M | -15.7% | -5.1% | -10.6% | -14.1% |
| 6M | +36.3% | +0.6% | +35.7% | +33.5% |
| YTD | +43.8% | -7.3% | +51.1% | +45.8% |
| 1Y | +63.9% | +1.1% | +62.8% | +58.3% |
| 3Y | +104.4% | +63.7% | +40.7% | +52.0% |
| 5Y | +111.4% | +50.7% | +60.7% | +60.3% |
| 10Y | +361.7% | +290.2% | +71.5% | +106.4% |
| All | +534.8% | +723.0% | -188.2% | +72.5% |
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