+129.3%
CSCO vs TEM
+111.1%
+18.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.0% | -5.9% | +4.3% |
| 7D | -2.9% | +7.6% | -10.5% | -3.4% |
| 30D | -16.7% | +19.0% | -35.7% | -17.8% |
| 3M | -18.4% | +62.2% | -80.7% | -21.8% |
| 6M | +2.9% | +69.4% | -66.4% | -2.0% |
| YTD | +30.4% | +43.0% | -12.6% | +25.1% |
| 1Y | +41.4% | +18.0% | +23.4% | +37.3% |
| All | +129.3% | +111.1% | +18.2% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling