+61.0%
CSCO vs TTMI
+151.8%
-90.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -1.1% | +6.0% | -7.1% | -1.8% |
| 30D | -10.8% | -6.4% | -4.4% | -10.3% |
| 3M | -9.2% | -28.9% | +19.7% | -6.2% |
| 6M | +39.5% | +26.9% | +12.7% | +35.6% |
| YTD | +41.5% | +77.3% | -35.8% | +33.4% |
| 1Y | +61.0% | +147.5% | -86.5% | +47.4% |
| All | +61.0% | +151.8% | -90.8% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling