+206,635.5%
CSCO vs THC
+628.8%
+206,006.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +6.6% | +0.1% | +6.4% | +6.6% |
| 30D | -11.3% | +7.5% | -18.8% | -12.2% |
| 3M | -17.3% | +7.5% | -24.9% | -18.2% |
| 6M | +3.5% | +46.4% | -42.9% | -1.9% |
| YTD | +34.9% | +44.4% | -9.5% | +27.4% |
| 1Y | +40.5% | +43.4% | -3.0% | +32.6% |
| 3Y | +109.3% | +433.3% | -324.0% | +64.3% |
| 5Y | +105.9% | +262.5% | -156.6% | +65.4% |
| 10Y | +335.8% | +1,871.5% | -1,535.7% | +156.8% |
| All | +206,635.5% | +628.8% | +206,006.7% | +98,831.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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