+34.6%
CSCO vs TSLL
-57.5%
+92.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.6% | -10.6% | -2.8% |
| 7D | -10.2% | -21.2% | +11.0% | -8.3% |
| 30D | -20.1% | -13.3% | -6.8% | -19.1% |
| 3M | -22.1% | +15.4% | -37.4% | -23.3% |
| 6M | +3.2% | -34.2% | +37.4% | +5.8% |
| YTD | +24.1% | -52.9% | +77.0% | +28.4% |
| 1Y | +34.6% | -54.3% | +88.9% | +40.2% |
| All | +34.6% | -57.5% | +92.0% | +40.2% |
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