+138.6%
CSCO vs TLN
+589.3%
-450.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | 0.0% | +5.8% | -5.9% | -0.6% |
| 30D | -10.7% | -6.9% | -3.9% | -10.2% |
| 3M | -8.7% | -10.9% | +2.1% | -8.0% |
| 6M | +44.9% | -4.6% | +49.5% | +44.5% |
| YTD | +44.1% | -14.7% | +58.9% | +44.7% |
| 1Y | +65.9% | -17.9% | +83.8% | +66.8% |
| 3Y | +109.0% | +483.9% | -374.9% | +79.7% |
| All | +138.6% | +589.3% | -450.7% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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