+220,352.3%
CSCO vs TER
+17,402.2%
+202,950.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -1.3% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | -10.1% | -8.3% | -1.8% | -8.1% |
| 3M | -15.7% | -12.2% | -3.5% | -15.0% |
| 6M | +36.3% | +17.1% | +19.2% | +20.2% |
| YTD | +43.8% | +84.7% | -40.8% | +7.7% |
| 1Y | +63.9% | +199.9% | -136.0% | +1.5% |
| 3Y | +104.4% | +232.8% | -128.4% | +13.0% |
| 5Y | +111.4% | +198.6% | -87.2% | +14.7% |
| 10Y | +361.7% | +1,669.7% | -1,308.1% | +20.4% |
| All | +220,352.3% | +17,402.2% | +202,950.1% | +16,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling