+9,692.0%
CSCO vs TSEM
-20.5%
+9,712.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.6% | -5.0% | +1.5% |
| 7D | -2.8% | +6.8% | -9.5% | -3.8% |
| 30D | -12.6% | -26.6% | +14.0% | -8.8% |
| 3M | -16.0% | -36.3% | +20.3% | -10.8% |
| 6M | +2.8% | -30.6% | +33.4% | +5.8% |
| YTD | +33.2% | +35.3% | -2.1% | +22.0% |
| 1Y | +43.1% | +59.2% | -16.1% | +27.5% |
| 3Y | +106.7% | +547.7% | -441.0% | +44.9% |
| 5Y | +103.6% | +337.5% | -234.0% | +49.0% |
| 10Y | +330.5% | +887.4% | -556.9% | +169.4% |
| All | +9,692.0% | -20.5% | +9,712.5% | +5,832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling