+102.4%
CSCO vs TSEM
+525.7%
-423.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.9% | -5.8% | +3.1% |
| 7D | -2.9% | -2.0% | -1.0% | -2.8% |
| 30D | -16.7% | -33.4% | +16.7% | -11.1% |
| 3M | -18.4% | -39.7% | +21.2% | -12.0% |
| 6M | +2.9% | -27.8% | +30.8% | +5.3% |
| YTD | +30.4% | +29.7% | +0.7% | +18.3% |
| 1Y | +41.4% | +81.1% | -39.8% | +19.3% |
| All | +102.4% | +525.7% | -423.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling