+133.5%
CSCO vs TSLL
-58.7%
+192.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.6% | -10.6% | -2.5% |
| 7D | -10.2% | -21.2% | +11.0% | -9.0% |
| 30D | -20.1% | -13.3% | -6.8% | -19.5% |
| 3M | -22.4% | +15.4% | -37.7% | -23.3% |
| 6M | +2.8% | -34.2% | +37.0% | +4.0% |
| YTD | +23.6% | -52.9% | +76.5% | +26.8% |
| 1Y | +34.0% | -54.3% | +88.4% | +37.3% |
| 3Y | +89.3% | -18.4% | +107.6% | +75.1% |
| All | +133.5% | -58.7% | +192.3% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling