+108.5%
CSCO vs TSEM
+668.6%
-560.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -0.5% | +10.4% | -10.9% | -2.3% |
| 30D | -10.1% | -12.9% | +2.8% | -8.1% |
| 3M | -11.7% | -9.2% | -2.6% | -11.9% |
| 6M | +40.1% | +98.8% | -58.7% | +19.8% |
| YTD | +43.8% | +87.2% | -43.4% | +23.4% |
| 1Y | +66.6% | +239.0% | -172.4% | +25.9% |
| 3Y | +108.5% | +679.5% | -571.0% | +36.9% |
| All | +108.5% | +668.6% | -560.1% | +36.9% |
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