+377.3%
CSCO vs TSN
-9.4%
+386.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | 0.0% | -7.3% | +7.3% | +1.6% |
| 30D | -10.7% | -8.6% | -2.1% | -9.0% |
| 3M | -8.7% | -7.5% | -1.2% | -7.5% |
| 6M | +44.9% | -14.1% | +59.0% | +48.9% |
| YTD | +44.1% | -9.4% | +53.6% | +46.2% |
| 1Y | +65.9% | -4.1% | +70.0% | +65.4% |
| 3Y | +109.0% | +10.3% | +98.7% | +98.1% |
| 5Y | +114.8% | -19.7% | +134.5% | +119.6% |
| 10Y | +377.3% | -7.0% | +384.4% | +349.1% |
| All | +377.3% | -9.4% | +386.8% | +349.1% |
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