+220,352.2%
CSCO vs TSN
+895.4%
+219,456.8%
-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 | -0.7% | -6.3% | +5.7% | +0.8% |
| 30D | -10.1% | -10.8% | +0.7% | -7.8% |
| 3M | -15.7% | -8.8% | -6.9% | -14.2% |
| 6M | +36.3% | -16.8% | +53.1% | +41.3% |
| YTD | +43.8% | -10.0% | +53.8% | +46.3% |
| 1Y | +63.9% | -5.3% | +69.2% | +64.2% |
| 3Y | +104.4% | +8.5% | +95.8% | +95.5% |
| 5Y | +111.4% | -22.9% | +134.3% | +117.4% |
| 10Y | +361.7% | -12.6% | +374.3% | +342.0% |
| All | +220,352.2% | +895.4% | +219,456.8% | +77,307.6% |
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