+189,363.8%
CSCO vs TER
+10,597.3%
+178,766.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.8% |
| 7D | -10.2% | -20.5% | +10.3% | -3.5% |
| 30D | -20.1% | -47.0% | +27.0% | -2.2% |
| 3M | -22.4% | -43.3% | +20.9% | -8.5% |
| 6M | +2.8% | -42.9% | +45.7% | +16.6% |
| YTD | +23.6% | +12.9% | +10.7% | +7.2% |
| 1Y | +34.0% | +18.2% | +15.9% | +13.9% |
| 3Y | +89.3% | +151.8% | -62.5% | +12.6% |
| 5Y | +87.9% | +54.2% | +33.6% | +26.0% |
| 10Y | +314.9% | +908.2% | -593.3% | +28.6% |
| All | +189,363.8% | +10,597.3% | +178,766.5% | +16,212.7% |
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