+344.5%
CSCO vs TKO
+1,446.8%
-1,102.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.4% |
| 7D | +1.9% | +2.3% | -0.4% | +1.5% |
| 30D | -15.8% | +13.4% | -29.2% | -17.9% |
| 3M | -15.4% | -1.7% | -13.7% | -15.3% |
| 6M | -5.4% | +7.2% | -12.6% | -7.3% |
| YTD | +26.5% | -5.4% | +31.8% | +26.6% |
| 1Y | +25.9% | +8.7% | +17.2% | +22.5% |
| 3Y | +97.5% | +150.4% | -52.9% | +60.3% |
| 5Y | +93.0% | +276.6% | -183.6% | +41.3% |
| 10Y | +308.6% | +1,134.6% | -826.0% | +123.4% |
| All | +344.5% | +1,446.8% | -1,102.3% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling