+38.7%
CSCO vs TSLL
-47.2%
+85.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | -11.0% | +6.3% | -3.8% |
| 30D | -17.1% | -5.3% | -11.8% | -16.9% |
| 3M | -19.6% | +20.8% | -40.4% | -21.3% |
| 6M | +2.4% | -36.0% | +38.4% | +4.7% |
| YTD | +29.8% | -47.3% | +77.1% | +32.5% |
| 1Y | +38.7% | -48.4% | +87.1% | +43.0% |
| All | +38.7% | -47.2% | +85.9% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling