+335.7%
CSCO vs TT
+737.0%
-401.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.6% | +8.1% | -1.5% | +3.1% |
| 30D | -11.3% | -11.3% | -0.1% | -6.8% |
| 3M | -17.3% | -11.2% | -6.2% | -13.2% |
| 6M | +3.5% | -8.9% | +12.4% | +7.3% |
| YTD | +34.9% | +9.7% | +25.2% | +28.5% |
| 1Y | +40.5% | +1.3% | +39.2% | +38.3% |
| 3Y | +109.3% | +93.4% | +15.9% | +51.7% |
| 5Y | +105.9% | +133.5% | -27.7% | +32.5% |
| All | +335.7% | +737.0% | -401.4% | +44.5% |
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