+114.0%
CSCO vs TSN
-22.1%
+136.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.7% | -6.3% | +5.7% | +0.3% |
| 30D | -10.1% | -10.8% | +0.7% | -8.5% |
| 3M | -15.7% | -8.8% | -6.9% | -14.8% |
| 6M | +36.3% | -16.8% | +53.1% | +39.9% |
| YTD | +43.8% | -10.0% | +53.8% | +45.4% |
| 1Y | +63.9% | -5.3% | +69.2% | +63.6% |
| 3Y | +104.4% | +8.5% | +95.8% | +94.8% |
| All | +114.0% | -22.1% | +136.1% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling