+34.6%
CSCO vs TT
-7.6%
+42.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.9% |
| 7D | -10.2% | -2.0% | -8.2% | -9.4% |
| 30D | -20.1% | -14.0% | -6.0% | -15.3% |
| 3M | -22.1% | -15.9% | -6.2% | -16.9% |
| 6M | +3.2% | -17.3% | +20.5% | +10.4% |
| YTD | +24.1% | +4.0% | +20.1% | +25.7% |
| 1Y | +34.6% | -7.1% | +41.7% | +41.3% |
| All | +34.6% | -7.6% | +42.1% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling