+1,176.7%
CSCO vs TLT
+130.6%
+1,046.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.6% |
| 7D | -0.7% | -0.4% | -0.2% | -0.9% |
| 30D | -10.1% | -0.6% | -9.6% | -10.3% |
| 3M | -15.7% | -2.7% | -13.0% | -16.8% |
| 6M | +36.3% | -5.6% | +41.9% | +32.5% |
| YTD | +43.8% | -2.8% | +46.6% | +42.0% |
| 1Y | +63.9% | -1.4% | +65.4% | +63.1% |
| 3Y | +104.4% | -1.6% | +105.9% | +103.9% |
| 5Y | +111.4% | -33.8% | +145.2% | +66.8% |
| 10Y | +361.7% | -21.1% | +382.8% | +326.4% |
| All | +1,176.7% | +130.6% | +1,046.2% | +3,260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling