+66.6%
CSCO vs TLN
-16.8%
+83.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | -0.5% | +10.9% | -11.4% | -1.2% |
| 30D | -10.1% | -6.3% | -3.8% | -9.7% |
| 3M | -11.7% | -10.7% | -1.0% | -11.1% |
| 6M | +40.1% | +1.6% | +38.5% | +39.5% |
| YTD | +43.8% | -13.1% | +56.9% | +44.1% |
| 1Y | +66.6% | -15.1% | +81.7% | +70.3% |
| All | +66.6% | -16.8% | +83.4% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling