+88.1%
CSCO vs TFC
-2.5%
+90.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -10.2% | +1.2% | -11.4% | -10.5% |
| 30D | -20.1% | +8.3% | -28.4% | -22.0% |
| 3M | -22.4% | -5.2% | -17.2% | -21.3% |
| 6M | +2.8% | -0.8% | +3.6% | +2.6% |
| YTD | +23.6% | +3.4% | +20.2% | +21.8% |
| 1Y | +34.0% | +17.0% | +17.0% | +27.4% |
| 3Y | +89.3% | +86.2% | +3.1% | +57.7% |
| All | +88.1% | -2.5% | +90.6% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling