+366.8%
CSCO vs TER
+1,753.0%
-1,386.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.0% |
| 7D | -0.5% | +11.0% | -11.5% | -3.0% |
| 30D | -10.1% | -1.9% | -8.2% | -10.1% |
| 3M | -11.7% | -0.7% | -11.1% | -13.6% |
| 6M | +40.1% | +36.4% | +3.7% | +23.5% |
| YTD | +43.8% | +92.4% | -48.7% | +15.1% |
| 1Y | +66.6% | +213.5% | -146.9% | +15.1% |
| 3Y | +108.5% | +277.2% | -168.7% | +27.6% |
| 5Y | +114.0% | +219.1% | -105.2% | +30.7% |
| 10Y | +366.8% | +1,744.2% | -1,377.4% | +47.0% |
| All | +366.8% | +1,753.0% | -1,386.1% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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