+105.9%
CSCO vs TPR
+223.9%
-118.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +6.6% | -1.1% | +7.7% | +6.8% |
| 30D | -11.3% | +15.1% | -26.4% | -13.8% |
| 3M | -17.3% | -13.4% | -3.9% | -15.3% |
| 6M | +3.5% | +1.4% | +2.2% | +2.6% |
| YTD | +34.9% | +4.8% | +30.1% | +32.0% |
| 1Y | +40.5% | +29.2% | +11.3% | +31.6% |
| 3Y | +109.3% | +403.7% | -294.4% | +43.7% |
| 5Y | +105.9% | +230.8% | -125.0% | +47.9% |
| All | +105.9% | +223.9% | -118.0% | +47.9% |
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