+106.4%
CSCO vs TSLL
-30.6%
+137.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.8% | +12.4% | +1.2% |
| 7D | -0.7% | +1.9% | -2.6% | -0.9% |
| 30D | -10.1% | +17.8% | -27.9% | -11.2% |
| 3M | -15.7% | -37.0% | +21.3% | -14.2% |
| 6M | +36.3% | -37.7% | +73.9% | +38.1% |
| YTD | +43.8% | -51.4% | +95.2% | +47.4% |
| 1Y | +63.9% | -23.4% | +87.3% | +62.9% |
| All | +106.4% | -30.6% | +137.1% | +97.8% |
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