+173.5%
CSCO vs TPR
+8,206.4%
-8,032.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.7% | +12.1% | -16.7% | -7.9% |
| 30D | -17.1% | +16.7% | -33.8% | -21.0% |
| 3M | -19.6% | -17.4% | -2.2% | -15.9% |
| 6M | +2.4% | +2.3% | +0.1% | +0.3% |
| YTD | +29.8% | +7.1% | +22.6% | +24.2% |
| 1Y | +38.7% | +29.5% | +9.2% | +25.3% |
| 3Y | +101.3% | +415.0% | -313.7% | +16.2% |
| 5Y | +94.8% | +261.5% | -166.6% | +19.1% |
| 10Y | +324.2% | +383.3% | -59.1% | +104.2% |
| All | +173.5% | +8,206.4% | -8,032.9% | -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 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