+114.8%
CSCO vs TTMI
+806.9%
-692.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.9% |
| 7D | 0.0% | +7.5% | -7.5% | -1.3% |
| 30D | -10.7% | -4.5% | -6.2% | -10.4% |
| 3M | -8.7% | -28.5% | +19.8% | -4.6% |
| 6M | +44.9% | +28.4% | +16.6% | +34.9% |
| YTD | +44.1% | +80.1% | -35.9% | +24.4% |
| 1Y | +65.9% | +161.0% | -95.2% | +30.6% |
| 3Y | +109.0% | +862.4% | -753.4% | +19.1% |
| 5Y | +114.8% | +812.9% | -698.2% | +18.3% |
| All | +114.8% | +806.9% | -692.2% | +18.3% |
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