+114.8%
CSCO vs TXG
-63.6%
+178.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | 0.0% |
| 7D | 0.0% | +9.1% | -9.2% | -0.8% |
| 30D | -10.7% | +14.9% | -25.6% | -11.9% |
| 3M | -8.7% | +120.0% | -128.7% | -15.6% |
| 6M | +44.9% | +221.8% | -176.9% | +28.7% |
| YTD | +44.1% | +312.6% | -268.4% | +24.7% |
| 1Y | +65.9% | +398.4% | -332.6% | +39.9% |
| 3Y | +109.0% | +42.1% | +66.9% | +89.8% |
| 5Y | +114.8% | -63.5% | +178.2% | +100.7% |
| All | +114.8% | -63.6% | +178.4% | +100.7% |
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 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