+335.7%
CSCO vs TSEM
+873.2%
-537.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.4% |
| 7D | +6.6% | +20.5% | -13.9% | +2.3% |
| 30D | -11.3% | -29.0% | +17.6% | -5.4% |
| 3M | -17.3% | -39.4% | +22.0% | -9.5% |
| 6M | +3.5% | -28.5% | +32.0% | +6.4% |
| YTD | +34.9% | +34.4% | +0.4% | +17.9% |
| 1Y | +40.5% | +48.3% | -7.9% | +19.5% |
| 3Y | +109.3% | +543.5% | -434.3% | +20.1% |
| 5Y | +105.9% | +331.4% | -225.6% | +27.1% |
| All | +335.7% | +873.2% | -537.5% | +121.3% |
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