+113.3%
CSCO vs TPR
+239.8%
-126.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -10.1% | -23.0% | +12.8% | -5.8% |
| 3M | -15.7% | -12.5% | -3.2% | -13.8% |
| 6M | +36.3% | -21.4% | +57.7% | +41.5% |
| YTD | +43.8% | -3.5% | +47.3% | +43.4% |
| 1Y | +63.9% | +17.4% | +46.6% | +56.6% |
| 3Y | +104.4% | +291.3% | -186.9% | +49.6% |
| All | +113.3% | +239.8% | -126.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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