+39.4%
CSCO vs TER
+30.8%
+8.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.7% | -7.6% | +3.0% |
| 7D | -2.9% | -5.8% | +2.8% | -2.2% |
| 30D | -16.7% | -38.9% | +22.2% | -10.9% |
| 3M | -18.4% | -35.1% | +16.7% | -13.9% |
| 6M | +2.9% | -31.6% | +34.5% | +7.4% |
| YTD | +30.4% | +27.2% | +3.2% | +21.1% |
| All | +39.4% | +30.8% | +8.5% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling