+1,753.6%
TSM vs CSCO
+363.1%
+1,390.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | -0.5% | +6.6% | +6.3% |
| 30D | +4.5% | -10.1% | +14.6% | +10.2% |
| 3M | +3.1% | -11.7% | +14.8% | +9.6% |
| 6M | +30.2% | +40.1% | -9.9% | +6.7% |
| YTD | +45.2% | +43.8% | +1.4% | +16.4% |
| 1Y | +79.6% | +66.6% | +12.9% | +32.4% |
| 3Y | +411.0% | +108.5% | +302.5% | +232.0% |
| 5Y | +290.7% | +114.0% | +176.8% | +145.5% |
| 10Y | +1,753.6% | +366.8% | +1,386.8% | +640.4% |
| All | +1,753.6% | +363.1% | +1,390.4% | +640.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling