+113.4%
CSCO vs TRV
+154.6%
-41.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | -10.8% | -1.8% | -9.0% | -10.4% |
| 3M | -9.2% | +21.6% | -30.8% | -13.9% |
| 6M | +39.5% | +22.5% | +17.1% | +31.8% |
| YTD | +41.5% | +28.1% | +13.4% | +31.9% |
| 1Y | +61.0% | +37.0% | +23.9% | +46.8% |
| 3Y | +105.2% | +141.9% | -36.7% | +53.4% |
| 5Y | +113.4% | +158.5% | -45.1% | +51.8% |
| All | +113.4% | +154.6% | -41.2% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling