+335.7%
CSCO vs TRU
+182.8%
+152.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +6.6% | -2.2% | +8.8% | +7.2% |
| 30D | -11.3% | +20.2% | -31.5% | -16.0% |
| 3M | -17.3% | +2.2% | -19.6% | -18.6% |
| 6M | +3.5% | +17.6% | -14.1% | -3.0% |
| YTD | +34.9% | -5.0% | +39.8% | +32.9% |
| 1Y | +40.5% | -1.0% | +41.4% | +36.5% |
| 3Y | +109.3% | +56.5% | +52.8% | +67.4% |
| 5Y | +105.9% | -26.2% | +132.1% | +108.1% |
| All | +335.7% | +182.8% | +152.9% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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