+114.8%
CSCO vs TRI
-10.1%
+124.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | 0.0% | -8.4% | +8.4% | +0.7% |
| 30D | -10.7% | -6.5% | -4.3% | -10.3% |
| 3M | -8.7% | +18.6% | -27.3% | -11.5% |
| 6M | +44.9% | -10.4% | +55.4% | +47.4% |
| YTD | +44.1% | -23.7% | +67.8% | +52.9% |
| 1Y | +65.9% | -42.5% | +108.3% | +91.5% |
| 3Y | +109.0% | -19.3% | +128.3% | +105.4% |
| 5Y | +114.8% | -9.7% | +124.4% | +86.7% |
| All | +114.8% | -10.1% | +124.8% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling