+405.4%
CSCO vs TKO
+1,439.7%
-1,034.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.0% |
| 7D | -0.5% | +7.2% | -7.7% | -1.9% |
| 30D | -10.1% | +4.7% | -14.8% | -11.1% |
| 3M | -11.7% | -3.2% | -8.5% | -11.6% |
| 6M | +40.1% | -2.9% | +43.0% | +39.9% |
| YTD | +43.8% | -5.8% | +49.6% | +44.3% |
| 1Y | +66.6% | -1.1% | +67.7% | +65.2% |
| 3Y | +108.5% | +111.1% | -2.6% | +74.6% |
| 5Y | +114.0% | +315.6% | -201.6% | +53.6% |
| 10Y | +366.8% | +978.5% | -611.6% | +162.1% |
| All | +405.4% | +1,439.7% | -1,034.3% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TKO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling