+108.5%
CSCO vs TFC
+98.6%
+9.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.5% |
| 3M | -11.7% | +4.5% | -16.3% | -13.3% |
| 6M | +40.1% | +11.0% | +29.1% | +34.5% |
| YTD | +43.8% | +5.9% | +37.9% | +40.4% |
| 1Y | +66.6% | +14.6% | +52.0% | +58.3% |
| 3Y | +108.5% | +96.7% | +11.8% | +74.6% |
| All | +108.5% | +98.6% | +9.9% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling