+145.2%
CSCO vs TSLL
-53.8%
+199.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | -11.0% | +6.3% | -4.1% |
| 30D | -17.1% | -5.3% | -11.8% | -17.0% |
| 3M | -19.6% | +20.8% | -40.4% | -20.9% |
| 6M | +2.4% | -36.0% | +38.4% | +3.7% |
| YTD | +29.8% | -47.3% | +77.1% | +32.2% |
| 1Y | +38.7% | -48.4% | +87.1% | +41.0% |
| 3Y | +101.3% | -5.4% | +106.8% | +84.6% |
| All | +145.2% | -53.8% | +199.0% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling