+168.0%
CSCO vs TXG
+16.0%
+152.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | +1.8% | -2.5% | -0.8% |
| 30D | -10.1% | +32.0% | -42.1% | -12.5% |
| 3M | -15.7% | +87.0% | -102.7% | -20.7% |
| 6M | +36.3% | +180.1% | -143.8% | +23.0% |
| YTD | +43.8% | +284.1% | -240.3% | +25.9% |
| 1Y | +63.9% | +361.7% | -297.7% | +40.1% |
| 3Y | +104.4% | +15.9% | +88.4% | +89.6% |
| 5Y | +111.4% | -66.2% | +177.5% | +106.4% |
| All | +168.0% | +16.0% | +152.0% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling