+153.4%
CSCO vs TEM
+53.2%
+100.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.6% |
| 7D | 0.0% | -1.1% | +1.0% | 0.0% |
| 30D | -10.7% | +11.3% | -22.0% | -11.6% |
| 3M | -8.7% | +25.5% | -34.3% | -10.7% |
| 6M | +44.9% | +17.1% | +27.8% | +41.9% |
| YTD | +44.1% | +3.8% | +40.4% | +42.0% |
| 1Y | +65.9% | -24.4% | +90.2% | +66.5% |
| All | +153.4% | +53.2% | +100.2% | +134.3% |
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