+113.4%
CSCO vs TNA
-26.1%
+139.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.3% |
| 7D | -1.1% | -7.6% | +6.5% | +0.4% |
| 30D | -10.8% | -13.6% | +2.8% | -8.4% |
| 3M | -9.2% | +2.8% | -12.1% | -9.9% |
| 6M | +39.5% | +34.5% | +5.0% | +31.0% |
| YTD | +41.5% | +41.0% | +0.5% | +31.4% |
| 1Y | +61.0% | +52.0% | +8.9% | +46.1% |
| 3Y | +105.2% | +103.5% | +1.7% | +64.4% |
| 5Y | +113.4% | -22.5% | +136.0% | +82.5% |
| All | +113.4% | -26.1% | +139.5% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling