+374.3%
CSCO vs TRU
+243.6%
+130.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.4% | -6.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -15.8% | +21.3% | -37.1% | -20.5% |
| 3M | -15.4% | +0.2% | -15.6% | -16.2% |
| 6M | -5.4% | +22.4% | -27.8% | -12.4% |
| YTD | +26.5% | -4.8% | +31.3% | +24.5% |
| 1Y | +25.9% | -0.2% | +26.1% | +21.9% |
| 3Y | +97.5% | +57.9% | +39.6% | +57.8% |
| 5Y | +93.0% | -26.1% | +119.2% | +93.6% |
| 10Y | +308.6% | +184.8% | +123.8% | +152.6% |
| All | +374.3% | +243.6% | +130.7% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling