+89.3%
CSCO vs TT
+89.7%
-0.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.8% |
| 7D | -10.2% | -2.0% | -8.2% | -9.5% |
| 30D | -20.1% | -14.0% | -6.0% | -15.8% |
| 3M | -22.4% | -15.9% | -6.5% | -17.7% |
| 6M | +2.8% | -17.3% | +20.1% | +9.3% |
| YTD | +23.6% | +4.0% | +19.7% | +22.0% |
| 1Y | +34.0% | -7.1% | +41.2% | +37.0% |
| 3Y | +89.3% | +90.2% | -1.0% | +62.8% |
| All | +89.3% | +89.7% | -0.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling