+1,013.9%
CSCO vs TRI
+561.6%
+452.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +6.0% | +2.9% |
| 7D | -0.7% | -0.5% | -0.1% | -0.7% |
| 30D | -10.1% | +7.9% | -18.0% | -13.8% |
| 3M | -15.7% | +24.1% | -39.7% | -25.9% |
| 6M | +36.3% | +3.8% | +32.4% | +27.3% |
| YTD | +43.8% | -16.9% | +60.7% | +47.0% |
| 1Y | +63.9% | -38.4% | +102.3% | +94.9% |
| 3Y | +104.4% | -12.2% | +116.6% | +94.5% |
| 5Y | +111.4% | -1.8% | +113.1% | +86.2% |
| 10Y | +361.7% | +207.6% | +154.1% | +110.0% |
| All | +1,013.9% | +561.6% | +452.3% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling