+324.2%
CSCO vs TSN
+12.5%
+311.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.7% | +5.8% | -10.5% | -5.9% |
| 30D | -17.1% | +12.8% | -29.9% | -19.4% |
| 3M | -19.6% | +6.5% | -26.1% | -20.9% |
| 6M | +2.4% | -10.3% | +12.7% | +4.5% |
| YTD | +29.8% | +5.5% | +24.2% | +27.0% |
| 1Y | +38.7% | +15.8% | +22.9% | +32.3% |
| 3Y | +101.3% | +42.5% | +58.8% | +79.1% |
| 5Y | +94.8% | -14.3% | +109.2% | +97.0% |
| 10Y | +324.2% | +18.2% | +306.0% | +280.5% |
| All | +324.2% | +12.5% | +311.7% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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