+321.5%
CSCO vs TLT
-14.3%
+335.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -2.9% | +0.3% | -3.2% | -2.8% |
| 30D | -16.7% | +5.1% | -21.8% | -15.6% |
| 3M | -18.4% | -0.2% | -18.3% | -18.4% |
| 6M | +2.9% | -2.9% | +5.8% | +2.2% |
| YTD | +30.4% | -2.7% | +33.1% | +29.7% |
| 1Y | +41.4% | -4.6% | +46.0% | +39.8% |
| 3Y | +104.7% | +6.1% | +98.6% | +109.9% |
| 5Y | +96.9% | -35.1% | +132.1% | +60.4% |
| 10Y | +321.5% | -12.5% | +334.0% | +310.8% |
| All | +321.5% | -14.3% | +335.8% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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