+69.1%
CSCO vs TXG
+453.6%
-384.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.0% | +4.2% |
| 7D | +2.7% | +9.5% | -6.8% | +2.2% |
| 30D | -9.5% | +18.8% | -28.3% | -10.4% |
| 3M | -7.6% | +136.1% | -143.7% | -12.0% |
| 6M | +44.9% | +235.2% | -190.3% | +35.1% |
| YTD | +47.7% | +320.5% | -272.9% | +36.1% |
| 1Y | +69.1% | +425.2% | -356.1% | +54.7% |
| All | +69.1% | +453.6% | -384.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling