+199,826.1%
CSCO vs TFC
+2,556.9%
+197,269.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.4% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -16.7% | +9.2% | -25.8% | -19.2% |
| 3M | -18.4% | -2.9% | -15.5% | -17.8% |
| 6M | +2.9% | +3.5% | -0.6% | +1.2% |
| YTD | +30.4% | +5.4% | +25.0% | +27.2% |
| 1Y | +41.4% | +17.3% | +24.1% | +32.8% |
| 3Y | +104.7% | +96.7% | +8.0% | +58.0% |
| 5Y | +96.9% | -1.1% | +98.1% | +85.8% |
| 10Y | +321.5% | +84.7% | +236.7% | +196.1% |
| All | +199,826.1% | +2,556.9% | +197,269.1% | +79,464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling