+108.4%
CSCO vs TRV
+140.3%
-31.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -10.7% | -2.3% | -8.4% | -10.4% |
| 3M | -8.7% | +22.7% | -31.4% | -11.8% |
| 6M | +44.9% | +21.9% | +23.0% | +40.1% |
| YTD | +44.1% | +27.5% | +16.7% | +38.1% |
| 1Y | +65.9% | +36.2% | +29.6% | +56.5% |
| All | +108.4% | +140.3% | -31.9% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling