+94.8%
CSCO vs TTMI
+406.5%
-311.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.2% |
| 7D | -4.7% | -11.5% | +6.8% | -3.0% |
| 30D | -17.1% | -40.3% | +23.2% | -11.0% |
| 3M | -19.6% | -44.5% | +24.9% | -13.1% |
| 6M | +2.4% | -54.1% | +56.5% | +13.0% |
| YTD | +29.8% | +4.7% | +25.1% | +20.7% |
| 1Y | +38.7% | +3.3% | +35.3% | +28.2% |
| 3Y | +101.3% | +407.2% | -305.9% | +27.2% |
| 5Y | +94.8% | +406.5% | -311.7% | +12.4% |
| All | +94.8% | +406.5% | -311.7% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling