+91.5%
CSCO vs TER
+71.7%
+19.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.4% | -0.9% | -5.2% |
| 7D | +1.9% | +14.4% | -12.4% | -0.7% |
| 30D | -15.8% | -30.6% | +14.7% | -10.3% |
| 3M | -15.4% | -39.2% | +23.8% | -8.2% |
| 6M | -5.4% | -31.3% | +25.9% | -1.4% |
| YTD | +26.5% | +29.1% | -2.6% | +13.5% |
| 1Y | +25.9% | +47.4% | -21.5% | +9.8% |
| 3Y | +97.5% | +191.2% | -93.7% | +34.9% |
| All | +91.5% | +71.7% | +19.8% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling