+359.9%
CSCO vs TTMI
+1,087.8%
-727.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -1.1% | +6.0% | -7.1% | -2.4% |
| 30D | -10.8% | -6.4% | -4.4% | -10.0% |
| 3M | -9.2% | -28.9% | +19.7% | -4.2% |
| 6M | +39.5% | +26.9% | +12.7% | +27.7% |
| YTD | +41.5% | +77.3% | -35.8% | +18.1% |
| 1Y | +61.0% | +147.5% | -86.5% | +21.8% |
| 3Y | +105.2% | +847.6% | -742.4% | +6.1% |
| 5Y | +113.4% | +802.2% | -688.8% | +7.8% |
| All | +359.9% | +1,087.8% | -727.9% | +113.8% |
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