+366.8%
CSCO vs TT
+899.5%
-532.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.5% | +1.6% | -2.1% | -1.2% |
| 30D | -10.1% | -7.3% | -2.8% | -7.3% |
| 3M | -11.7% | -2.6% | -9.2% | -11.1% |
| 6M | +40.1% | +5.9% | +34.2% | +35.8% |
| YTD | +43.8% | +15.4% | +28.4% | +34.2% |
| 1Y | +66.6% | +8.2% | +58.4% | +59.3% |
| 3Y | +108.5% | +122.7% | -14.1% | +41.6% |
| 5Y | +114.0% | +145.0% | -31.0% | +35.4% |
| 10Y | +366.8% | +893.7% | -526.9% | +52.7% |
| All | +366.8% | +899.5% | -532.7% | +52.7% |
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