+189,363.8%
CSCO vs THC
+619.8%
+188,744.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -10.2% | +3.7% | -13.9% | -10.6% |
| 30D | -20.1% | +9.0% | -29.1% | -21.0% |
| 3M | -22.4% | +10.4% | -32.8% | -23.4% |
| 6M | +2.8% | +45.7% | -42.9% | -2.6% |
| YTD | +23.6% | +42.6% | -19.0% | +16.9% |
| 1Y | +34.0% | +38.8% | -4.7% | +27.0% |
| 3Y | +89.3% | +418.8% | -329.6% | +49.1% |
| 5Y | +87.9% | +275.7% | -187.8% | +50.2% |
| 10Y | +314.9% | +1,496.2% | -1,181.3% | +149.3% |
| All | +189,363.8% | +619.8% | +188,744.0% | +90,700.1% |
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