+63.9%
CSCO vs TEM
-15.5%
+79.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.7% | +0.9% | -1.6% | -0.7% |
| 30D | -10.1% | +38.4% | -48.5% | -12.4% |
| 3M | -15.7% | +23.7% | -39.3% | -17.2% |
| 6M | +36.3% | +26.0% | +10.3% | +33.1% |
| YTD | +43.8% | +9.4% | +34.4% | +41.3% |
| 1Y | +63.9% | -17.3% | +81.2% | +65.1% |
| All | +63.9% | -15.5% | +79.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling