+102.1%
CSCO vs TPG
+78.6%
+23.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +1.1% |
| 7D | 0.0% | -6.5% | +6.5% | +1.4% |
| 30D | -10.7% | +0.1% | -10.8% | -11.1% |
| 3M | -8.7% | +14.5% | -23.3% | -12.0% |
| 6M | +44.9% | +17.3% | +27.6% | +38.4% |
| YTD | +44.1% | -20.5% | +64.6% | +49.8% |
| 1Y | +65.9% | -13.2% | +79.1% | +68.2% |
| 3Y | +109.0% | +87.7% | +21.3% | +71.6% |
| All | +102.1% | +78.6% | +23.5% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling