+379.9%
CSCO vs TNA
+86.1%
+293.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.1% |
| 7D | +2.7% | -7.3% | +10.0% | +4.3% |
| 30D | -9.5% | -14.2% | +4.7% | -6.6% |
| 3M | -7.6% | -4.6% | -3.1% | -7.0% |
| 6M | +44.9% | +36.9% | +8.0% | +34.0% |
| YTD | +47.7% | +42.5% | +5.1% | +34.8% |
| 1Y | +69.1% | +45.8% | +23.3% | +52.0% |
| 3Y | +113.5% | +104.7% | +8.9% | +63.7% |
| 5Y | +122.8% | -21.7% | +144.5% | +92.5% |
| All | +379.9% | +86.1% | +293.9% | +178.6% |
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