+368.4%
CSCO vs TSEM
+1,346.7%
-978.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | 0.0% | +4.7% | -4.7% | -1.1% |
| 30D | -10.7% | -14.2% | +3.5% | -8.0% |
| 3M | -8.7% | -5.0% | -3.7% | -9.9% |
| 6M | +44.9% | +87.6% | -42.7% | +20.5% |
| YTD | +44.1% | +84.4% | -40.3% | +19.2% |
| 1Y | +65.9% | +235.4% | -169.5% | +18.0% |
| 3Y | +109.0% | +668.0% | -559.0% | +17.2% |
| 5Y | +114.8% | +644.7% | -530.0% | +17.0% |
| All | +368.4% | +1,346.7% | -978.3% | +106.6% |
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