+128.1%
CSCO vs TEM
+101.4%
+26.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.2% |
| 7D | -4.7% | +3.5% | -8.2% | -4.9% |
| 30D | -17.1% | +13.5% | -30.6% | -17.9% |
| 3M | -19.6% | +46.3% | -65.9% | -22.3% |
| 6M | +2.4% | +61.5% | -59.1% | -2.1% |
| YTD | +29.8% | +36.4% | -6.6% | +24.9% |
| 1Y | +38.7% | +12.2% | +26.5% | +35.2% |
| All | +128.1% | +101.4% | +26.8% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling