+308.5%
CSCO vs TNA
+33.3%
+275.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.0% |
| 7D | +1.9% | +3.7% | -1.8% | +1.1% |
| 30D | -15.8% | +4.4% | -20.2% | -16.8% |
| 3M | -15.4% | -26.7% | +11.3% | -10.0% |
| 6M | -5.4% | -12.8% | +7.4% | -3.4% |
| YTD | +26.5% | +22.7% | +3.8% | +18.8% |
| 1Y | +25.9% | +35.7% | -9.8% | +15.4% |
| 3Y | +97.5% | +134.6% | -37.0% | +46.9% |
| 5Y | +93.0% | -46.0% | +139.0% | +82.2% |
| All | +308.5% | +33.3% | +275.2% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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