+107.1%
CSCO vs TPG
+74.1%
+32.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +4.0% |
| 7D | +2.7% | -9.4% | +12.1% | +4.8% |
| 30D | -9.5% | -5.3% | -4.2% | -8.8% |
| 3M | -7.6% | +12.9% | -20.5% | -10.7% |
| 6M | +44.9% | +20.1% | +24.8% | +37.6% |
| YTD | +47.7% | -22.5% | +70.2% | +54.4% |
| 1Y | +69.1% | -19.7% | +88.8% | +74.6% |
| 3Y | +113.5% | +81.2% | +32.3% | +76.7% |
| All | +107.1% | +74.1% | +32.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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