+189.0%
CSCO vs TSLQ
-97.3%
+286.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | 0.0% | -8.0% | +8.0% | -0.5% |
| 30D | -10.7% | -23.8% | +13.1% | -12.1% |
| 3M | -8.7% | -7.0% | -1.7% | -8.1% |
| 6M | +44.9% | -17.1% | +62.0% | +45.9% |
| YTD | +44.1% | +0.1% | +44.1% | +47.3% |
| 1Y | +65.9% | -51.2% | +117.1% | +63.4% |
| 3Y | +109.0% | -95.9% | +204.9% | +91.4% |
| All | +189.0% | -97.3% | +286.2% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling