+197.8%
CSCO vs TTMI
+504.4%
-306.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -1.4% |
| 7D | -0.7% | +5.9% | -6.5% | -2.0% |
| 30D | -10.1% | -4.3% | -5.8% | -9.7% |
| 3M | -15.7% | -32.0% | +16.4% | -10.0% |
| 6M | +36.3% | +19.5% | +16.8% | +25.7% |
| YTD | +43.8% | +82.0% | -38.2% | +19.3% |
| 1Y | +63.9% | +172.6% | -108.7% | +22.0% |
| 3Y | +104.4% | +744.7% | -640.3% | +13.1% |
| 5Y | +111.4% | +805.6% | -694.2% | +11.9% |
| 10Y | +361.7% | +1,057.6% | -695.9% | +117.5% |
| All | +197.8% | +504.4% | -306.6% | -6.2% |
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