+203.1%
CSCO vs TPR
+7,380.8%
-7,177.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | -10.1% | -23.0% | +12.8% | -3.5% |
| 3M | -15.7% | -12.5% | -3.2% | -13.0% |
| 6M | +36.3% | -21.4% | +57.7% | +43.9% |
| YTD | +43.8% | -3.5% | +47.3% | +42.7% |
| 1Y | +63.9% | +17.4% | +46.6% | +52.6% |
| 3Y | +104.4% | +291.3% | -186.9% | +28.4% |
| 5Y | +111.4% | +241.9% | -130.6% | +31.6% |
| 10Y | +361.7% | +322.7% | +39.0% | +132.4% |
| All | +203.1% | +7,380.8% | -7,177.7% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling