+330.5%
CSCO vs TTMI
+467.0%
-136.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | +0.8% |
| 7D | -2.8% | +7.2% | -10.0% | -4.4% |
| 30D | -12.6% | -28.7% | +16.0% | -8.1% |
| 3M | -16.0% | -39.8% | +23.8% | -9.1% |
| 6M | +2.8% | -51.7% | +54.6% | +14.7% |
| YTD | +33.2% | +14.1% | +19.2% | +18.6% |
| 1Y | +43.1% | +16.0% | +27.2% | +25.5% |
| 3Y | +106.7% | +452.7% | -346.0% | +15.6% |
| 5Y | +103.6% | +451.5% | -347.9% | +9.2% |
| 10Y | +330.5% | +443.1% | -112.6% | +119.2% |
| All | +330.5% | +467.0% | -136.5% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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