+308.5%
CSCO vs TFC
+79.2%
+229.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.5% | -6.6% |
| 7D | +1.9% | +2.3% | -0.4% | +1.1% |
| 30D | -15.8% | +10.8% | -26.6% | -18.7% |
| 3M | -15.4% | -3.8% | -11.6% | -14.5% |
| 6M | -5.4% | +9.6% | -15.0% | -8.6% |
| YTD | +26.5% | +5.8% | +20.7% | +23.3% |
| 1Y | +25.9% | +16.2% | +9.7% | +18.9% |
| 3Y | +97.5% | +96.0% | +1.6% | +54.4% |
| 5Y | +93.0% | +1.7% | +91.3% | +83.7% |
| All | +308.5% | +79.2% | +229.3% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling