+319.3%
CSCO vs TSEM
+848.0%
-528.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | -4.7% | -9.5% | +4.8% | -2.9% |
| 30D | -17.1% | -35.5% | +18.4% | -9.7% |
| 3M | -19.6% | -41.6% | +21.9% | -11.2% |
| 6M | +2.4% | -30.1% | +32.5% | +5.7% |
| YTD | +29.8% | +25.7% | +4.1% | +15.1% |
| 1Y | +38.7% | +50.5% | -11.8% | +17.5% |
| 3Y | +101.3% | +501.7% | -400.4% | +17.3% |
| 5Y | +94.8% | +310.9% | -216.1% | +21.4% |
| All | +319.3% | +848.0% | -528.6% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling