+220,352.3%
CSCO vs TXT
+2,275.0%
+218,077.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.7% | -4.8% | +4.1% | +1.0% |
| 30D | -10.1% | -10.6% | +0.5% | -6.6% |
| 3M | -15.7% | -13.2% | -2.5% | -11.8% |
| 6M | +36.3% | -20.3% | +56.6% | +46.6% |
| YTD | +43.8% | -9.3% | +53.1% | +47.1% |
| 1Y | +63.9% | -2.7% | +66.6% | +63.2% |
| 3Y | +104.4% | +1.4% | +103.0% | +97.3% |
| 5Y | +111.4% | +9.6% | +101.8% | +95.5% |
| 10Y | +361.7% | +94.9% | +266.8% | +223.1% |
| All | +220,352.3% | +2,275.0% | +218,077.3% | +41,472.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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