+304.8%
CSCO vs TMF
-84.4%
+389.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -10.2% | +1.2% | -11.4% | -10.1% |
| 30D | -20.1% | +19.7% | -39.8% | -18.7% |
| 3M | -22.4% | -2.1% | -20.3% | -22.4% |
| 6M | +2.8% | -13.4% | +16.2% | +1.7% |
| YTD | +23.6% | -16.7% | +40.3% | +22.1% |
| 1Y | +34.0% | -23.3% | +57.4% | +31.4% |
| 3Y | +89.3% | -24.8% | +114.1% | +88.3% |
| 5Y | +87.9% | -88.0% | +175.9% | +46.1% |
| All | +304.8% | -84.4% | +389.2% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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