+198,812.9%
CSCO vs TSN
+1,067.1%
+197,745.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.7% | +5.8% | -10.5% | -6.0% |
| 30D | -17.1% | +12.8% | -29.9% | -19.5% |
| 3M | -19.6% | +6.5% | -26.1% | -21.0% |
| 6M | +2.4% | -10.3% | +12.7% | +4.4% |
| YTD | +29.8% | +5.5% | +24.2% | +26.9% |
| 1Y | +38.7% | +15.8% | +22.9% | +32.3% |
| 3Y | +101.3% | +42.5% | +58.8% | +80.4% |
| 5Y | +94.8% | -14.3% | +109.2% | +95.4% |
| 10Y | +324.2% | +18.2% | +306.0% | +278.1% |
| All | +198,812.9% | +1,067.1% | +197,745.8% | +67,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling