+152.8%
CSCO vs TEM
+60.7%
+92.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.5% | +3.2% | -3.8% | -0.7% |
| 30D | -10.1% | +23.5% | -33.6% | -11.7% |
| 3M | -11.7% | +32.3% | -44.0% | -14.0% |
| 6M | +40.1% | +23.0% | +17.1% | +36.7% |
| YTD | +43.8% | +8.9% | +34.9% | +41.2% |
| 1Y | +66.6% | -19.9% | +86.5% | +66.6% |
| All | +152.8% | +60.7% | +92.0% | +133.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling