+45.9%
CSCO vs TSEM
+79.9%
-34.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.4% | +2.0% |
| 7D | -6.1% | -23.1% | +17.1% | -2.3% |
| 30D | -8.2% | -40.4% | +32.2% | -1.1% |
| 3M | -14.6% | -37.9% | +23.3% | -9.1% |
| 6M | +12.7% | -30.8% | +43.5% | +16.5% |
| YTD | +37.0% | +26.7% | +10.3% | +30.3% |
| 1Y | +45.9% | +80.5% | -34.6% | +35.3% |
| All | +45.9% | +79.9% | -34.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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