+34.3%
CSCO vs TRU
+0.7%
+33.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | +6.6% | -2.2% | +8.8% | +6.4% |
| 30D | -11.3% | +20.2% | -31.5% | -10.2% |
| 3M | -17.3% | +2.2% | -19.6% | -16.8% |
| 6M | +3.5% | +17.6% | -14.1% | +4.3% |
| YTD | +34.9% | -5.0% | +39.8% | +36.7% |
| All | +34.3% | +0.7% | +33.6% | +35.1% |
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