+183.7%
CSCO vs TSLQ
-97.2%
+280.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.7% |
| 7D | -1.1% | +5.7% | -6.8% | -0.7% |
| 30D | -10.8% | -21.1% | +10.3% | -12.0% |
| 3M | -9.2% | -11.5% | +2.3% | -8.9% |
| 6M | +39.5% | -14.9% | +54.5% | +40.7% |
| YTD | +41.5% | +2.4% | +39.1% | +44.9% |
| 1Y | +61.0% | -49.8% | +110.7% | +58.9% |
| 3Y | +105.2% | -95.8% | +201.0% | +88.2% |
| All | +183.7% | -97.2% | +280.9% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling