+379.9%
CSCO vs TKO
+989.7%
-609.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +2.7% | +2.3% | +0.4% | +2.2% |
| 30D | -9.5% | -2.5% | -7.0% | -9.2% |
| 3M | -7.6% | -10.6% | +3.0% | -5.9% |
| 6M | +44.9% | -5.1% | +49.9% | +45.3% |
| YTD | +47.7% | -8.2% | +55.9% | +49.0% |
| 1Y | +69.1% | -4.4% | +73.5% | +68.8% |
| 3Y | +113.5% | +100.4% | +13.2% | +79.6% |
| 5Y | +122.8% | +294.3% | -171.5% | +57.3% |
| All | +379.9% | +989.7% | -609.7% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling