+321.5%
CSCO vs TT
+782.6%
-461.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.1% |
| 7D | -2.9% | +1.7% | -4.7% | -3.6% |
| 30D | -16.7% | -11.8% | -4.8% | -12.2% |
| 3M | -18.4% | -12.6% | -5.8% | -13.8% |
| 6M | +2.9% | -9.4% | +12.3% | +6.9% |
| YTD | +30.4% | +8.8% | +21.6% | +24.7% |
| 1Y | +41.4% | -2.5% | +43.9% | +41.4% |
| 3Y | +104.7% | +95.7% | +9.0% | +47.6% |
| 5Y | +96.9% | +135.7% | -38.8% | +26.2% |
| 10Y | +321.5% | +750.6% | -429.1% | +41.5% |
| All | +321.5% | +782.6% | -461.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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