+10,471.3%
CSCO vs TSEM
+11.3%
+10,460.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -0.7% |
| 7D | -0.7% | +6.9% | -7.6% | -1.7% |
| 30D | -10.1% | +5.3% | -15.4% | -11.1% |
| 3M | -15.7% | -14.9% | -0.8% | -14.9% |
| 6M | +36.3% | +80.0% | -43.8% | +20.9% |
| YTD | +43.8% | +89.4% | -45.5% | +26.0% |
| 1Y | +63.9% | +253.1% | -189.2% | +29.7% |
| 3Y | +104.4% | +642.1% | -537.8% | +41.2% |
| 5Y | +111.4% | +659.1% | -547.7% | +43.0% |
| 10Y | +361.7% | +1,291.4% | -929.7% | +176.1% |
| All | +10,471.3% | +11.3% | +10,460.0% | +6,028.1% |
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