+9,438.4%
CSCO vs TSEM
-26.1%
+9,464.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | -4.7% | -9.5% | +4.8% | -3.3% |
| 30D | -17.1% | -35.5% | +18.4% | -11.7% |
| 3M | -19.6% | -41.6% | +21.9% | -13.5% |
| 6M | +2.4% | -30.1% | +32.5% | +5.2% |
| YTD | +29.8% | +25.7% | +4.1% | +20.2% |
| 1Y | +38.7% | +50.5% | -11.8% | +24.6% |
| 3Y | +101.3% | +501.7% | -400.4% | +42.8% |
| 5Y | +94.8% | +310.9% | -216.1% | +44.0% |
| 10Y | +324.2% | +849.8% | -525.6% | +167.2% |
| All | +9,438.4% | -26.1% | +9,464.5% | +5,746.1% |
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