+105.4%
CSCO vs TLN
+630.2%
-524.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.0% | -2.7% |
| 7D | -10.2% | -1.3% | -8.9% | -10.2% |
| 30D | -20.1% | -10.5% | -9.6% | -19.2% |
| 3M | -22.1% | +0.1% | -22.2% | -22.3% |
| 6M | +3.2% | -17.4% | +20.6% | +4.4% |
| YTD | +24.1% | -9.7% | +33.7% | +23.7% |
| 1Y | +34.6% | -12.3% | +46.8% | +34.4% |
| 3Y | +90.0% | +528.3% | -438.3% | +62.2% |
| All | +105.4% | +630.2% | -524.8% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling