+40.5%
CSCO vs TSLL
-42.8%
+83.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.9% |
| 7D | +6.6% | +33.0% | -26.4% | +3.4% |
| 30D | -11.3% | +7.7% | -19.0% | -12.3% |
| 3M | -17.3% | +34.7% | -52.1% | -20.0% |
| 6M | +3.5% | -31.5% | +35.0% | +5.0% |
| YTD | +34.9% | -42.4% | +77.2% | +36.6% |
| 1Y | +40.5% | -39.7% | +80.2% | +44.2% |
| All | +40.5% | -42.8% | +83.3% | +44.2% |
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