+366.8%
CSCO vs TFC
+100.2%
+266.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -0.5% | +2.2% | -2.8% | -1.3% |
| 30D | -10.1% | -2.5% | -7.6% | -9.4% |
| 3M | -11.7% | +4.5% | -16.3% | -13.3% |
| 6M | +40.1% | +11.0% | +29.1% | +34.6% |
| YTD | +43.8% | +5.9% | +37.9% | +40.3% |
| 1Y | +66.6% | +14.6% | +52.0% | +58.1% |
| 3Y | +108.5% | +96.7% | +11.8% | +62.2% |
| 5Y | +114.0% | +15.6% | +98.4% | +94.2% |
| 10Y | +366.8% | +98.6% | +268.2% | +226.0% |
| All | +366.8% | +100.2% | +266.6% | +226.0% |
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