+105.9%
CSCO vs TXG
-64.9%
+170.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +1.7% |
| 7D | +6.6% | +1.8% | +4.8% | +6.4% |
| 30D | -11.3% | -17.7% | +6.3% | -9.9% |
| 3M | -17.3% | +2.3% | -19.7% | -18.2% |
| 6M | +3.5% | +182.5% | -179.0% | -7.4% |
| YTD | +34.9% | +262.4% | -227.5% | +16.9% |
| 1Y | +40.5% | +254.1% | -213.6% | +21.7% |
| 3Y | +109.3% | +66.6% | +42.7% | +85.8% |
| 5Y | +105.9% | -64.5% | +170.4% | +101.2% |
| All | +105.9% | -64.9% | +170.8% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling