+359.9%
CSCO vs TRI
+191.2%
+168.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -1.1% | -14.4% | +13.3% | +2.9% |
| 30D | -10.8% | -8.1% | -2.7% | -9.3% |
| 3M | -9.2% | +17.5% | -26.8% | -15.3% |
| 6M | +39.5% | -5.0% | +44.5% | +38.3% |
| YTD | +41.5% | -24.7% | +66.2% | +52.1% |
| 1Y | +61.0% | -41.5% | +102.5% | +93.0% |
| 3Y | +105.2% | -20.3% | +125.5% | +103.4% |
| 5Y | +113.4% | -10.9% | +124.4% | +95.3% |
| All | +359.9% | +191.2% | +168.6% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling