+189,363.8%
CSCO vs TT
+14,058.9%
+175,304.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 3M | -22.4% | -15.9% | -6.5% | -16.9% |
| 6M | +2.8% | -17.3% | +20.1% | +10.5% |
| YTD | +23.6% | +4.0% | +19.7% | +20.6% |
| 1Y | +34.0% | -7.1% | +41.2% | +36.6% |
| 3Y | +89.3% | +90.2% | -1.0% | +41.8% |
| 5Y | +87.9% | +131.1% | -43.3% | +27.1% |
| 10Y | +314.9% | +777.7% | -462.8% | +59.0% |
| All | +189,363.8% | +14,058.9% | +175,304.9% | +22,826.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling