+842.0%
CSCO vs TMF
-68.9%
+910.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.9% |
| 30D | -10.1% | -2.8% | -7.3% | -10.4% |
| 3M | -15.7% | -10.9% | -4.8% | -16.9% |
| 6M | +36.3% | -21.3% | +57.6% | +32.3% |
| YTD | +43.8% | -15.9% | +59.7% | +41.0% |
| 1Y | +63.9% | -15.7% | +79.7% | +61.1% |
| 3Y | +104.4% | -43.4% | +147.7% | +93.9% |
| 5Y | +111.4% | -87.8% | +199.1% | +59.7% |
| 10Y | +361.7% | -86.7% | +448.4% | +287.1% |
| All | +842.0% | -68.9% | +910.9% | +964.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling