+108.4%
CSCO vs TRI
-19.2%
+127.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | 0.0% | -8.4% | +8.4% | 0.0% |
| 30D | -10.7% | -6.5% | -4.3% | -10.7% |
| 3M | -8.7% | +18.6% | -27.3% | -9.3% |
| 6M | +44.9% | -10.4% | +55.4% | +47.2% |
| YTD | +44.1% | -23.7% | +67.8% | +49.8% |
| 1Y | +65.9% | -42.5% | +108.3% | +81.0% |
| All | +108.4% | -19.2% | +127.6% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling