+106.4%
CSCO vs TER
+234.6%
-128.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -10.1% | -8.3% | -1.8% | -9.2% |
| 3M | -15.7% | -12.2% | -3.5% | -15.1% |
| 6M | +36.3% | +17.1% | +19.2% | +29.5% |
| YTD | +43.8% | +84.7% | -40.8% | +27.2% |
| 1Y | +63.9% | +199.9% | -136.0% | +33.0% |
| All | +106.4% | +234.6% | -128.2% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling