+301.0%
CSCO vs TER
+899.5%
-598.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.6% |
| 7D | -10.2% | -20.5% | +10.3% | -5.4% |
| 30D | -20.1% | -47.0% | +27.0% | -7.8% |
| 3M | -22.1% | -43.3% | +21.2% | -12.3% |
| 6M | +3.2% | -42.9% | +46.1% | +13.3% |
| YTD | +24.1% | +12.9% | +11.2% | +11.5% |
| 1Y | +34.6% | +18.2% | +16.4% | +19.1% |
| 3Y | +90.0% | +151.8% | -61.8% | +25.6% |
| 5Y | +88.6% | +54.2% | +34.4% | +38.4% |
| All | +301.0% | +899.5% | -598.5% | +56.4% |
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