+104.3%
CSCO vs TRU
-26.6%
+130.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +6.6% | -2.2% | +8.8% | +7.0% |
| 30D | -11.3% | +20.2% | -31.5% | -14.4% |
| 3M | -17.3% | +2.2% | -19.6% | -18.1% |
| 6M | +3.5% | +17.6% | -14.1% | -0.9% |
| YTD | +34.9% | -5.0% | +39.8% | +34.1% |
| 1Y | +40.5% | -1.0% | +41.4% | +38.2% |
| 3Y | +109.3% | +56.5% | +52.8% | +80.2% |
| All | +104.3% | -26.6% | +130.8% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling