+179.3%
CSCO vs TTMI
+267.1%
-87.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.9% |
| 7D | +6.6% | +22.6% | -16.0% | +1.7% |
| 30D | -11.3% | -34.3% | +22.9% | -4.8% |
| 3M | -17.3% | -44.8% | +27.4% | -8.6% |
| 6M | +3.5% | -53.3% | +56.8% | +16.6% |
| YTD | +34.9% | +10.6% | +24.3% | +21.7% |
| 1Y | +40.5% | +8.2% | +32.3% | +26.1% |
| 3Y | +109.3% | +435.7% | -326.4% | +25.4% |
| 5Y | +105.9% | +434.2% | -328.3% | +19.5% |
| 10Y | +335.8% | +426.4% | -90.6% | +139.9% |
| All | +179.3% | +267.1% | -87.8% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling