+36.0%
TSM vs CSCO
+42.8%
-6.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.5% |
| 7D | -10.0% | -6.1% | -3.9% | -7.7% |
| 30D | -18.5% | -8.2% | -10.4% | -15.8% |
| 3M | -4.9% | -14.6% | +9.7% | +0.5% |
| 6M | -1.0% | +12.7% | -13.7% | -4.0% |
| YTD | +31.3% | +37.0% | -5.7% | +15.7% |
| 1Y | +36.0% | +45.9% | -9.9% | +19.5% |
| All | +36.0% | +42.8% | -6.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 1y: compounded portfolio wealth divided by compounded CSCO 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…
1y analysis · Full analysis span regression · 6 months rolling