+1,029.4%
CSCO vs TNA
+1,004.3%
+25.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -10.1% | -4.9% | -5.2% | -9.2% |
| 3M | -15.7% | +0.4% | -16.1% | -16.1% |
| 6M | +36.3% | +32.5% | +3.7% | +25.9% |
| YTD | +43.8% | +53.7% | -9.9% | +28.0% |
| 1Y | +63.9% | +65.1% | -1.2% | +41.7% |
| 3Y | +104.4% | +98.4% | +5.9% | +54.4% |
| 5Y | +111.4% | -22.5% | +133.8% | +80.0% |
| 10Y | +361.7% | +82.5% | +279.1% | +146.4% |
| All | +1,029.4% | +1,004.3% | +25.1% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling