+108.5%
CSCO vs TTMI
+857.4%
-748.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | -0.5% | +12.2% | -12.7% | -2.2% |
| 30D | -10.1% | -5.7% | -4.4% | -9.6% |
| 3M | -11.7% | -27.5% | +15.7% | -8.5% |
| 6M | +40.1% | +47.1% | -7.0% | +29.6% |
| YTD | +43.8% | +87.5% | -43.7% | +27.0% |
| 1Y | +66.6% | +175.2% | -108.6% | +35.6% |
| 3Y | +108.5% | +901.9% | -793.4% | +34.9% |
| All | +108.5% | +857.4% | -748.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling