+93.0%
CSCO vs TSLL
-27.3%
+120.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -21.9% | +14.3% | -6.3% |
| 7D | -11.9% | -28.9% | +17.0% | -10.1% |
| 30D | -18.8% | -21.4% | +2.6% | -17.8% |
| 3M | -21.2% | +5.0% | -26.2% | -21.7% |
| 6M | +1.9% | -36.6% | +38.5% | +3.4% |
| YTD | +26.1% | -56.6% | +82.7% | +29.8% |
| 1Y | +34.7% | -60.9% | +95.6% | +39.1% |
| All | +93.0% | -27.3% | +120.3% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling