+97.5%
CSCO vs TXN
+125.3%
-27.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.4% |
| 7D | +1.9% | +9.5% | -7.6% | -0.5% |
| 30D | -15.8% | +8.7% | -24.5% | -17.5% |
| 3M | -15.4% | +11.6% | -27.0% | -17.7% |
| 6M | -5.4% | +0.1% | -5.5% | -6.0% |
| YTD | +26.5% | +78.8% | -52.3% | +8.1% |
| 1Y | +25.9% | +91.2% | -65.3% | +5.6% |
| 3Y | +97.5% | +125.8% | -28.3% | +47.9% |
| All | +97.5% | +125.3% | -27.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 3y: compounded portfolio wealth divided by compounded TXN 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…
3y analysis · Full analysis span regression · 6 months rolling