+69.1%
CSCO vs TRU
-13.7%
+82.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.4% |
| 7D | +2.7% | -2.7% | +5.4% | +2.6% |
| 30D | -9.5% | -2.0% | -7.4% | -9.5% |
| 3M | -7.6% | +18.4% | -26.1% | -8.3% |
| 6M | +44.9% | +8.9% | +36.0% | +44.6% |
| YTD | +47.7% | -8.9% | +56.6% | +48.8% |
| 1Y | +69.1% | -15.9% | +85.0% | +70.9% |
| All | +69.1% | -13.7% | +82.7% | +70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling